+137.8%
LLY vs BN
+100.0%
+37.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | +22.4% | +13.6% | +8.8% | +18.5% |
| 3M | +17.1% | -6.7% | +23.8% | +18.9% |
| 6M | +44.6% | -9.0% | +53.6% | +47.5% |
| YTD | +33.5% | -8.8% | +42.2% | +35.0% |
| 1Y | +41.1% | -10.6% | +51.7% | +43.4% |
| All | +137.8% | +100.0% | +37.8% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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