+2,049.9%
LLY vs BTI
+124.3%
+1,925.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | +21.5% | +9.8% | +11.8% | +18.5% |
| 3M | +18.5% | +9.2% | +9.3% | +15.6% |
| 6M | +49.1% | +4.0% | +45.1% | +46.8% |
| YTD | +34.4% | +12.7% | +21.7% | +29.2% |
| 1Y | +46.3% | +15.9% | +30.4% | +39.4% |
| 3Y | +145.5% | +148.9% | -3.5% | +85.7% |
| 5Y | +472.7% | +152.8% | +319.9% | +322.8% |
| 10Y | +2,049.9% | +124.2% | +1,925.7% | +1,299.0% |
| All | +2,049.9% | +124.3% | +1,925.7% | +1,299.0% |
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