+216.7%
LLY vs BOXX
+18.4%
+198.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | -8.6% | +0.3% | -8.9% | -8.2% |
| 3M | -1.6% | +1.0% | -2.6% | -0.3% |
| 6M | +11.8% | +1.9% | +9.9% | +14.4% |
| YTD | +5.1% | +2.6% | +2.5% | +8.9% |
| 1Y | +50.7% | +4.0% | +46.7% | +62.3% |
| 3Y | +95.7% | +14.6% | +81.1% | +228.0% |
| All | +216.7% | +18.4% | +198.3% | +405.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling