+1,549.9%
LLY vs BNY
+416.3%
+1,133.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -8.4% | -0.2% | -8.3% | -8.4% |
| 3M | -3.8% | +14.9% | -18.7% | -7.0% |
| 6M | +11.9% | +40.0% | -28.0% | +3.3% |
| YTD | +4.3% | +42.0% | -37.7% | -4.3% |
| 1Y | +48.5% | +56.9% | -8.4% | +32.9% |
| 3Y | +91.2% | +289.9% | -198.6% | +37.5% |
| 5Y | +387.5% | +259.2% | +128.3% | +249.9% |
| All | +1,549.9% | +416.3% | +1,133.6% | +906.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling