+2,006.3%
LLY vs BWA
+101.5%
+1,904.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +3.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +19.7% | -16.1% | +35.8% | +21.7% |
| 3M | +19.3% | -24.6% | +43.9% | +22.4% |
| 6M | +49.3% | -15.7% | +65.0% | +51.2% |
| YTD | +32.0% | +15.1% | +16.9% | +28.8% |
| 1Y | +53.7% | +15.9% | +37.8% | +49.8% |
| 3Y | +143.7% | +67.1% | +76.7% | +126.4% |
| 5Y | +463.9% | +34.7% | +429.2% | +427.3% |
| 10Y | +2,006.3% | +99.5% | +1,906.8% | +1,692.2% |
| All | +2,006.3% | +101.5% | +1,904.9% | +1,692.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling