+5,007.3%
LLY vs BTG
+332.2%
+4,675.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +6.7% | -9.1% | +15.8% | +6.9% |
| 30D | +19.6% | -1.6% | +21.2% | +19.5% |
| 3M | +19.7% | -2.8% | +22.5% | +19.7% |
| 6M | +42.7% | -7.6% | +50.3% | +42.7% |
| YTD | +35.1% | +10.2% | +24.9% | +34.4% |
| 1Y | +42.2% | +21.3% | +20.9% | +41.1% |
| 3Y | +140.8% | +82.7% | +58.1% | +136.4% |
| 5Y | +480.6% | +30.8% | +449.8% | +471.8% |
| 10Y | +2,061.9% | +163.7% | +1,898.2% | +1,981.9% |
| All | +5,007.3% | +332.2% | +4,675.1% | +4,620.2% |
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 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