+17,561.1%
LLY vs BTI
+6,053.3%
+11,507.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.1% | -1.4% | -0.8% | -1.9% |
| 30D | -1.6% | -6.6% | +5.0% | -0.4% |
| 3M | +2.3% | -3.0% | +5.3% | +2.7% |
| 6M | +14.9% | -6.7% | +21.6% | +16.1% |
| YTD | +7.5% | +0.6% | +6.9% | +6.9% |
| 1Y | +55.7% | +5.6% | +50.1% | +53.2% |
| 3Y | +110.6% | +110.3% | +0.3% | +79.6% |
| 5Y | +363.4% | +114.3% | +249.2% | +290.6% |
| 10Y | +1,649.0% | +67.7% | +1,581.3% | +1,407.9% |
| All | +17,561.1% | +6,053.3% | +11,507.8% | +9,229.7% |
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 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