+95.6%
LLY vs BTI
+113.6%
-18.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.9% |
| 30D | -5.1% | -7.0% | +2.0% | -4.0% |
| 3M | -2.1% | -6.3% | +4.3% | -1.1% |
| 6M | +13.8% | -2.0% | +15.8% | +13.9% |
| YTD | +5.1% | +0.2% | +4.9% | +4.8% |
| 1Y | +53.1% | +3.8% | +49.3% | +51.8% |
| 3Y | +95.6% | +112.1% | -16.4% | +74.4% |
| All | +95.6% | +113.6% | -18.0% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling