+2,024.1%
LLY vs BTI
+125.1%
+1,899.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +1.6% | -0.1% | +1.8% | +1.6% |
| 30D | +21.5% | +9.6% | +11.9% | +18.5% |
| 3M | +16.4% | +8.3% | +8.1% | +13.8% |
| 6M | +51.5% | +7.5% | +44.0% | +47.9% |
| YTD | +33.9% | +12.3% | +21.7% | +28.9% |
| 1Y | +49.1% | +16.2% | +32.9% | +42.0% |
| 3Y | +144.6% | +148.0% | -3.4% | +85.4% |
| 5Y | +466.3% | +153.2% | +313.1% | +318.0% |
| 10Y | +2,024.1% | +128.2% | +1,895.9% | +1,294.6% |
| All | +2,024.1% | +125.1% | +1,899.1% | +1,294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling