+390.2%
LLY vs BR
+7.6%
+382.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.1% | -5.0% | +1.9% | -1.6% |
| 30D | -8.6% | -2.5% | -6.2% | -7.9% |
| 3M | -1.6% | +13.5% | -15.1% | -5.7% |
| 6M | +11.8% | -9.4% | +21.3% | +15.4% |
| YTD | +5.1% | -23.3% | +28.4% | +15.0% |
| 1Y | +50.7% | -31.6% | +82.3% | +72.4% |
| 3Y | +95.7% | -5.1% | +100.8% | +96.5% |
| 5Y | +390.2% | +8.2% | +382.0% | +348.0% |
| All | +390.2% | +7.6% | +382.6% | +348.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling