+3,221.9%
LLY vs BLK
+13,188.7%
-9,966.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -5.1% | -3.1% | -2.0% | -4.4% |
| 3M | -2.1% | +10.7% | -12.7% | -4.6% |
| 6M | +13.8% | +15.9% | -2.0% | +9.5% |
| YTD | +5.1% | +4.0% | +1.1% | +3.2% |
| 1Y | +53.1% | +1.3% | +51.9% | +51.0% |
| 3Y | +95.6% | +69.6% | +26.1% | +69.8% |
| 5Y | +361.5% | +33.8% | +327.7% | +315.9% |
| 10Y | +1,545.2% | +276.2% | +1,269.0% | +1,041.2% |
| All | +3,221.9% | +13,188.7% | -9,966.8% | +1,353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling