+466.3%
LLY vs BND
-2.0%
+468.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +21.5% | +1.3% | +20.2% | +20.7% |
| 3M | +16.4% | -0.7% | +17.1% | +16.9% |
| 6M | +51.5% | -1.6% | +53.1% | +52.8% |
| YTD | +33.9% | -1.0% | +34.9% | +34.8% |
| 1Y | +49.1% | -0.7% | +49.8% | +49.9% |
| 3Y | +144.6% | +14.1% | +130.5% | +130.9% |
| 5Y | +466.3% | -1.5% | +467.9% | +439.8% |
| All | +466.3% | -2.0% | +468.4% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling