+57.3%
LLY vs BWA
+17.4%
+40.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +10.1% | -9.9% | +20.0% | +11.0% |
| 30D | +24.0% | -16.4% | +40.4% | +26.0% |
| 3M | +27.3% | -19.8% | +47.1% | +29.5% |
| 6M | +47.0% | -10.0% | +56.9% | +45.5% |
| YTD | +32.6% | +12.7% | +19.8% | +21.9% |
| 1Y | +57.3% | +15.7% | +41.7% | +43.4% |
| All | +57.3% | +17.4% | +40.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling