+1,610.3%
LLY vs BUD
-23.7%
+1,633.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -1.6% | -5.7% | +4.1% | -0.7% |
| 3M | +2.3% | +3.1% | -0.8% | +1.7% |
| 6M | +14.9% | +7.9% | +7.0% | +13.2% |
| YTD | +7.5% | +27.3% | -19.9% | +3.3% |
| 1Y | +55.7% | +37.8% | +17.9% | +47.6% |
| 3Y | +110.6% | +49.8% | +60.8% | +95.4% |
| 5Y | +363.4% | +43.8% | +319.6% | +327.9% |
| All | +1,610.3% | -23.7% | +1,633.9% | +1,682.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling