+57.3%
LLY vs BTDR
-69.9%
+127.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.5% |
| 7D | +10.1% | -17.6% | +27.6% | +9.6% |
| 30D | +24.0% | -40.3% | +64.3% | +22.9% |
| 3M | +27.3% | -42.6% | +69.9% | +26.3% |
| 6M | +47.0% | -46.3% | +93.3% | +47.0% |
| YTD | +32.6% | -41.7% | +74.3% | +33.2% |
| 1Y | +57.3% | -69.4% | +126.7% | +50.1% |
| All | +57.3% | -69.9% | +127.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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