+137.8%
LLY vs BP
+50.2%
+87.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | +4.6% | +2.5% | +2.1% | +4.5% |
| 30D | +22.4% | -5.6% | +27.9% | +22.5% |
| 3M | +17.1% | +8.0% | +9.1% | +16.8% |
| 6M | +44.6% | +5.7% | +39.0% | +44.3% |
| YTD | +33.5% | +36.8% | -3.4% | +29.9% |
| 1Y | +41.1% | +30.7% | +10.4% | +38.0% |
| All | +137.8% | +50.2% | +87.6% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling