+100.1%
LLY vs BTDR
+6.0%
+94.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.9% |
| 7D | -2.1% | +20.0% | -22.1% | -2.4% |
| 30D | -1.6% | +11.9% | -13.5% | -1.9% |
| 3M | +2.3% | -36.9% | +39.2% | +3.1% |
| 6M | +14.9% | +56.5% | -41.6% | +13.6% |
| YTD | +7.5% | +10.4% | -3.0% | +6.7% |
| 1Y | +55.7% | +3.1% | +52.6% | +53.9% |
| All | +100.1% | +6.0% | +94.1% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling