+49.8%
LLY vs BR
-31.2%
+81.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.2% | -6.0% | +2.8% | -2.9% |
| 30D | -7.4% | -0.9% | -6.6% | -7.4% |
| 3M | -1.0% | +16.4% | -17.4% | -0.9% |
| 6M | +12.5% | -8.2% | +20.7% | +13.6% |
| YTD | +5.0% | -23.2% | +28.2% | +6.1% |
| 1Y | +49.8% | -30.9% | +80.7% | +48.4% |
| All | +49.8% | -31.2% | +81.0% | +48.4% |
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