+49.8%
LLY vs BTG
+27.7%
+22.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | -3.2% | -5.5% | +2.3% | -2.9% |
| 30D | -7.4% | +6.1% | -13.5% | -7.7% |
| 3M | -1.0% | +38.6% | -39.7% | -2.9% |
| 6M | +12.5% | +0.7% | +11.8% | +11.7% |
| YTD | +5.0% | +20.3% | -15.3% | +3.5% |
| 1Y | +49.8% | +25.0% | +24.7% | +51.5% |
| All | +49.8% | +27.7% | +22.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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