+29,043.4%
LLY vs BWA
+2,496.1%
+26,547.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -4.5% | -5.5% | +1.0% | -3.6% |
| 30D | +13.9% | -21.7% | +35.6% | +18.4% |
| 3M | +13.8% | -25.6% | +39.4% | +19.0% |
| 6M | +37.6% | -17.4% | +55.0% | +40.8% |
| YTD | +26.6% | +9.2% | +17.4% | +22.9% |
| 1Y | +45.3% | +9.7% | +35.6% | +40.9% |
| 3Y | +132.2% | +54.6% | +77.6% | +109.0% |
| 5Y | +434.7% | +26.8% | +407.9% | +386.4% |
| 10Y | +2,084.3% | +89.0% | +1,995.3% | +1,645.8% |
| All | +29,043.4% | +2,496.1% | +26,547.2% | +14,254.8% |
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