+507.8%
LLY vs BTDR
-38.7%
+546.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.8% | +12.1% | -0.6% |
| 7D | +4.6% | +15.4% | -10.9% | +4.4% |
| 30D | +22.4% | -33.4% | +55.8% | +22.7% |
| 3M | +17.1% | -32.0% | +49.2% | +17.4% |
| 6M | +44.6% | -52.2% | +96.9% | +45.3% |
| YTD | +33.5% | -45.3% | +78.8% | +33.5% |
| 1Y | +41.1% | -56.0% | +97.1% | +41.5% |
| 3Y | +143.8% | +54.4% | +89.4% | +144.6% |
| 5Y | +473.4% | -38.5% | +511.9% | +471.8% |
| All | +507.8% | -38.7% | +546.5% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling