+55.7%
LLY vs BR
-29.1%
+84.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -2.1% | -5.3% | +3.1% | -2.0% |
| 30D | -1.6% | +6.4% | -8.1% | -1.6% |
| 3M | +2.3% | +13.6% | -11.4% | +2.0% |
| 6M | +14.9% | -6.7% | +21.6% | +15.8% |
| YTD | +7.5% | -21.1% | +28.6% | +8.7% |
| 1Y | +55.7% | -29.6% | +85.2% | +55.1% |
| All | +55.7% | -29.1% | +84.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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