+4,171.7%
LLY vs BLK
+14,736.0%
-10,564.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +6.7% | +3.7% | +3.0% | +5.9% |
| 30D | +19.6% | +13.9% | +5.7% | +16.0% |
| 3M | +19.7% | +3.9% | +15.8% | +18.6% |
| 6M | +42.7% | +13.0% | +29.8% | +38.1% |
| YTD | +35.1% | +16.1% | +19.0% | +29.3% |
| 1Y | +42.2% | +16.8% | +25.4% | +35.8% |
| 3Y | +140.8% | +97.7% | +43.1% | +101.6% |
| 5Y | +480.6% | +42.1% | +438.5% | +416.0% |
| 10Y | +2,061.9% | +321.3% | +1,740.6% | +1,360.0% |
| All | +4,171.7% | +14,736.0% | -10,564.3% | +1,721.5% |
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 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