+6,360.5%
LLY vs BUD
+222.5%
+6,138.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +1.6% | +6.0% | -4.4% | +0.4% |
| 30D | +21.5% | +11.3% | +10.2% | +18.6% |
| 3M | +16.4% | +3.6% | +12.9% | +15.4% |
| 6M | +51.5% | +7.7% | +43.8% | +48.7% |
| YTD | +33.9% | +36.4% | -2.4% | +25.0% |
| 1Y | +49.1% | +37.8% | +11.3% | +38.9% |
| 3Y | +144.6% | +51.2% | +93.4% | +120.8% |
| 5Y | +466.3% | +53.4% | +412.9% | +402.4% |
| 10Y | +2,024.1% | -3.2% | +2,027.3% | +1,954.2% |
| All | +6,360.5% | +222.5% | +6,138.0% | +4,523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling