+483.3%
LLY vs BLK
+42.2%
+441.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +6.7% | +3.7% | +3.0% | +6.0% |
| 30D | +19.6% | +13.9% | +5.7% | +16.6% |
| 3M | +19.7% | +3.9% | +15.8% | +18.7% |
| 6M | +42.7% | +13.0% | +29.8% | +39.1% |
| YTD | +35.1% | +16.1% | +19.0% | +30.3% |
| 1Y | +42.2% | +16.8% | +25.4% | +36.9% |
| 3Y | +140.8% | +97.7% | +43.1% | +107.5% |
| All | +483.3% | +42.2% | +441.1% | +441.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling