+390.2%
LLY vs BTI
+113.9%
+276.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -8.6% | -4.8% | -3.8% | -8.0% |
| 3M | -1.6% | -8.1% | +6.5% | -0.5% |
| 6M | +11.8% | -4.2% | +16.0% | +12.3% |
| YTD | +5.1% | -1.3% | +6.4% | +5.1% |
| 1Y | +50.7% | +2.1% | +48.6% | +49.8% |
| 3Y | +95.7% | +108.9% | -13.2% | +74.0% |
| 5Y | +390.2% | +114.5% | +275.7% | +345.3% |
| All | +390.2% | +113.9% | +276.2% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling