+472.7%
LLY vs BTG
+33.0%
+439.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.4% |
| 7D | +1.4% | +1.4% | 0.0% | +1.3% |
| 30D | +21.5% | -1.1% | +22.7% | +21.5% |
| 3M | +18.5% | +2.5% | +15.9% | +18.1% |
| 6M | +49.1% | -3.1% | +52.2% | +48.9% |
| YTD | +34.4% | +16.3% | +18.1% | +32.4% |
| 1Y | +46.3% | +27.6% | +18.7% | +43.4% |
| 3Y | +145.5% | +89.5% | +55.9% | +134.6% |
| 5Y | +472.7% | +33.6% | +439.1% | +464.2% |
| All | +472.7% | +33.0% | +439.7% | +464.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling