+4,943.8%
LLY vs BTG
+336.6%
+4,607.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.6% |
| 7D | +4.6% | -5.9% | +10.5% | +4.7% |
| 30D | +22.4% | -5.0% | +27.3% | +22.4% |
| 3M | +17.1% | -4.5% | +21.6% | +17.1% |
| 6M | +44.6% | -7.0% | +51.7% | +44.6% |
| YTD | +33.5% | +11.4% | +22.1% | +32.7% |
| 1Y | +41.1% | +20.1% | +21.0% | +40.1% |
| 3Y | +143.8% | +81.5% | +62.3% | +139.4% |
| 5Y | +473.4% | +32.1% | +441.2% | +464.6% |
| 10Y | +2,035.0% | +166.4% | +1,868.6% | +1,955.6% |
| All | +4,943.8% | +336.6% | +4,607.2% | +4,560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling