+1,610.3%
LLY vs BP
+121.6%
+1,488.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.1% | +3.9% | -6.1% | -2.7% |
| 30D | -1.6% | +7.6% | -9.2% | -2.6% |
| 3M | +2.3% | +0.7% | +1.6% | +2.0% |
| 6M | +14.9% | +15.5% | -0.6% | +12.0% |
| YTD | +7.5% | +30.8% | -23.4% | +2.7% |
| 1Y | +55.7% | +34.3% | +21.4% | +48.0% |
| 3Y | +110.6% | +35.1% | +75.6% | +98.1% |
| 5Y | +363.4% | +126.8% | +236.6% | +291.4% |
| All | +1,610.3% | +121.6% | +1,488.7% | +1,323.7% |
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