+17,561.1%
LLY vs BN
+15,251.3%
+2,309.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -2.5% | +0.3% | -1.6% |
| 30D | -1.6% | -9.5% | +7.9% | +0.5% |
| 3M | +2.3% | -10.4% | +12.7% | +4.6% |
| 6M | +14.9% | -6.4% | +21.2% | +16.1% |
| YTD | +7.5% | -11.9% | +19.3% | +9.8% |
| 1Y | +55.7% | -8.6% | +64.3% | +57.4% |
| 3Y | +110.6% | +77.6% | +33.0% | +81.8% |
| 5Y | +363.4% | +37.0% | +326.4% | +315.1% |
| 10Y | +1,649.0% | +266.4% | +1,382.6% | +1,134.0% |
| All | +17,561.1% | +15,251.3% | +2,309.8% | +8,410.5% |
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