+42.2%
LLY vs BLK
+14.6%
+27.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +6.7% | +3.7% | +3.0% | +6.5% |
| 30D | +19.6% | +13.9% | +5.7% | +19.0% |
| 3M | +19.7% | +3.9% | +15.8% | +18.9% |
| 6M | +42.7% | +13.0% | +29.8% | +42.4% |
| YTD | +35.1% | +16.1% | +19.0% | +33.5% |
| 1Y | +42.2% | +16.8% | +25.4% | +40.3% |
| All | +42.2% | +14.6% | +27.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling