+48.5%
LLY vs BOXX
+4.0%
+44.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.9% |
| 7D | -2.9% | +0.1% | -3.0% | -3.2% |
| 30D | -8.4% | +0.3% | -8.8% | -9.8% |
| 3M | -3.8% | +1.0% | -4.8% | -9.5% |
| 6M | +11.9% | +1.9% | +10.0% | -5.7% |
| YTD | +4.3% | +2.7% | +1.6% | -19.6% |
| 1Y | +48.5% | +4.0% | +44.4% | -1.3% |
| All | +48.5% | +4.0% | +44.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling