+21,596.1%
LLY vs BTI
+6,686.8%
+14,909.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.6% |
| 30D | +19.7% | +8.3% | +11.5% | +17.9% |
| 3M | +19.3% | +2.9% | +16.4% | +18.4% |
| 6M | +49.3% | +6.2% | +43.1% | +47.1% |
| YTD | +32.0% | +10.9% | +21.1% | +28.8% |
| 1Y | +53.7% | +16.6% | +37.1% | +48.4% |
| 3Y | +143.7% | +142.2% | +1.5% | +102.2% |
| 5Y | +463.9% | +151.3% | +312.6% | +360.7% |
| 10Y | +2,006.3% | +113.9% | +1,892.5% | +1,636.7% |
| All | +21,596.1% | +6,686.8% | +14,909.2% | +11,141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling