+21,596.1%
LLY vs BN
+16,294.4%
+5,301.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.4% | +3.4% |
| 7D | +0.1% | +3.6% | -3.6% | -0.7% |
| 30D | +19.7% | +15.9% | +3.9% | +15.9% |
| 3M | +19.3% | -2.3% | +21.6% | +19.8% |
| 6M | +49.3% | -8.4% | +57.8% | +51.7% |
| YTD | +32.0% | -5.9% | +37.9% | +32.8% |
| 1Y | +53.7% | -5.6% | +59.3% | +54.4% |
| 3Y | +143.7% | +104.2% | +39.5% | +104.3% |
| 5Y | +463.9% | +35.5% | +428.4% | +406.6% |
| 10Y | +2,006.3% | +285.2% | +1,721.1% | +1,369.1% |
| All | +21,596.1% | +16,294.4% | +5,301.7% | +10,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling