+92.7%
LLY vs BLK
+64.8%
+27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.5% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | -8.6% | -4.8% | -3.9% | -7.7% |
| 3M | -1.6% | +6.5% | -8.1% | -3.2% |
| 6M | +11.8% | +13.1% | -1.3% | +8.3% |
| YTD | +5.1% | +1.8% | +3.3% | +3.8% |
| 1Y | +50.7% | -1.0% | +51.7% | +49.4% |
| All | +92.7% | +64.8% | +27.9% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling