+390.7%
LLY vs BLK
+29.1%
+361.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -3.2% | -5.2% | +2.0% | -2.2% |
| 30D | -7.4% | -7.0% | -0.4% | -6.2% |
| 3M | -1.0% | +5.7% | -6.7% | -2.3% |
| 6M | +12.5% | +11.0% | +1.5% | +9.7% |
| YTD | +5.0% | +0.9% | +4.1% | +4.0% |
| 1Y | +49.8% | -1.6% | +51.4% | +48.8% |
| 3Y | +95.5% | +64.5% | +31.0% | +73.3% |
| 5Y | +390.7% | +30.9% | +359.8% | +370.5% |
| All | +390.7% | +29.1% | +361.6% | +370.5% |
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