+95.6%
LLY vs BR
-4.7%
+100.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -1.6% |
| 7D | -3.1% | -5.9% | +2.8% | -1.6% |
| 30D | -5.1% | +1.9% | -7.0% | -5.5% |
| 3M | -2.1% | +14.7% | -16.7% | -5.5% |
| 6M | +13.8% | -12.8% | +26.6% | +19.5% |
| YTD | +5.1% | -23.0% | +28.1% | +15.6% |
| 1Y | +53.1% | -31.7% | +84.8% | +77.2% |
| 3Y | +95.6% | -4.8% | +100.4% | +95.9% |
| All | +95.6% | -4.7% | +100.3% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling