+24,638.7%
LLY vs BWA
+3,492.4%
+21,146.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.3% |
| 7D | -2.1% | +5.7% | -7.8% | -3.1% |
| 30D | -1.6% | +1.4% | -3.0% | -2.0% |
| 3M | +2.3% | -12.1% | +14.4% | +4.1% |
| 6M | +14.9% | +28.6% | -13.7% | +9.5% |
| YTD | +7.5% | +51.1% | -43.6% | -0.9% |
| 1Y | +55.7% | +55.9% | -0.2% | +42.7% |
| 3Y | +110.6% | +70.1% | +40.5% | +86.7% |
| 5Y | +363.4% | +90.7% | +272.7% | +293.9% |
| 10Y | +1,649.0% | +154.0% | +1,495.0% | +1,234.7% |
| All | +24,638.7% | +3,492.4% | +21,146.4% | +11,480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling