+2,043.2%
LLY vs BP
+131.5%
+1,911.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | -11.6% | +7.1% | -3.0% |
| 30D | +13.9% | 0.0% | +13.9% | +13.8% |
| 3M | +13.8% | +6.7% | +7.0% | +12.6% |
| 6M | +37.6% | +2.2% | +35.5% | +36.7% |
| YTD | +26.6% | +33.0% | -6.4% | +20.6% |
| 1Y | +45.3% | +30.7% | +14.6% | +38.7% |
| 3Y | +132.2% | +44.2% | +88.0% | +116.2% |
| 5Y | +434.7% | +105.1% | +329.5% | +361.9% |
| All | +2,043.2% | +131.5% | +1,911.7% | +1,679.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling