+3,462.3%
LLY vs BR
+1,278.7%
+2,183.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -2.9% | -3.0% | 0.0% | -1.9% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | -3.8% | +17.3% | -21.1% | -9.5% |
| 6M | +11.9% | -6.7% | +18.6% | +13.6% |
| YTD | +4.3% | -23.4% | +27.8% | +13.3% |
| 1Y | +48.5% | -32.7% | +81.1% | +68.9% |
| 3Y | +91.2% | -5.9% | +97.1% | +91.0% |
| 5Y | +387.5% | +8.4% | +379.0% | +355.0% |
| 10Y | +1,567.6% | +189.2% | +1,378.4% | +950.4% |
| All | +3,462.3% | +1,278.7% | +2,183.6% | +1,015.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling