+57.3%
LLY vs BP
+35.3%
+22.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.2% |
| 7D | +10.1% | -8.4% | +18.5% | +9.1% |
| 30D | +24.0% | +2.2% | +21.8% | +24.6% |
| 3M | +27.3% | +8.8% | +18.5% | +28.6% |
| 6M | +47.0% | -0.5% | +47.5% | +46.8% |
| YTD | +32.6% | +36.2% | -3.6% | +36.8% |
| 1Y | +57.3% | +36.6% | +20.8% | +66.2% |
| All | +57.3% | +35.3% | +22.1% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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