+2,049.9%
LLY vs BP
+133.4%
+1,916.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +1.4% | -0.8% | +2.1% | +1.5% |
| 30D | +21.5% | -3.1% | +24.7% | +21.9% |
| 3M | +18.5% | +6.2% | +12.3% | +17.3% |
| 6M | +49.1% | +4.8% | +44.3% | +47.6% |
| YTD | +34.4% | +35.2% | -0.8% | +27.8% |
| 1Y | +46.3% | +27.4% | +18.9% | +40.2% |
| 3Y | +145.5% | +49.8% | +95.7% | +127.4% |
| 5Y | +472.7% | +109.4% | +363.3% | +393.8% |
| 10Y | +2,049.9% | +135.7% | +1,914.3% | +1,701.5% |
| All | +2,049.9% | +133.4% | +1,916.6% | +1,701.5% |
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