+83.2%
LLY vs BTSG
+406.1%
-322.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | -2.1% | +2.7% | -4.9% | -2.3% |
| 30D | -1.6% | -3.6% | +2.0% | -1.4% |
| 3M | +2.3% | +5.8% | -3.5% | +1.5% |
| 6M | +14.9% | +44.7% | -29.8% | +10.9% |
| YTD | +7.5% | +62.2% | -54.7% | +2.5% |
| 1Y | +55.7% | +152.1% | -96.4% | +41.5% |
| All | +83.2% | +406.1% | -322.9% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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