+143.7%
LLY vs BTI
+141.1%
+2.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +19.7% | +8.3% | +11.5% | +18.3% |
| 3M | +19.3% | +2.9% | +16.4% | +18.6% |
| 6M | +49.3% | +6.2% | +43.1% | +47.6% |
| YTD | +32.0% | +10.9% | +21.1% | +29.9% |
| 1Y | +53.7% | +16.6% | +37.1% | +50.3% |
| 3Y | +143.7% | +142.2% | +1.5% | +125.7% |
| All | +143.7% | +141.1% | +2.6% | +125.7% |
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