+390.2%
LLY vs BTDR
+24.7%
+365.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -3.1% | +14.8% | -17.9% | -3.2% |
| 30D | -8.6% | +41.8% | -50.4% | -9.0% |
| 3M | -1.6% | -29.2% | +27.5% | -1.2% |
| 6M | +11.8% | +66.2% | -54.3% | +10.9% |
| YTD | +5.1% | +10.0% | -4.9% | +4.6% |
| 1Y | +50.7% | -11.0% | +61.7% | +49.9% |
| 3Y | +95.7% | +6.9% | +88.7% | +91.7% |
| 5Y | +390.2% | +24.7% | +365.5% | +381.7% |
| All | +390.2% | +24.7% | +365.5% | +381.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling