+512.1%
LLY vs BTDR
-29.7%
+541.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.3% | +0.3% |
| 7D | +1.4% | +7.7% | -6.3% | +1.3% |
| 30D | +21.5% | -24.1% | +45.6% | +21.7% |
| 3M | +18.5% | -19.1% | +37.6% | +18.5% |
| 6M | +49.1% | -46.6% | +95.7% | +49.7% |
| YTD | +34.4% | -37.3% | +71.7% | +34.3% |
| 1Y | +46.3% | -53.2% | +99.5% | +46.6% |
| 3Y | +145.5% | +77.1% | +68.4% | +146.0% |
| 5Y | +472.7% | -29.7% | +502.4% | +470.6% |
| All | +512.1% | -29.7% | +541.8% | +510.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling