+57.3%
LLY vs BX
-8.3%
+65.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.1% |
| 7D | +10.1% | +8.3% | +1.8% | +9.3% |
| 30D | +24.0% | +13.5% | +10.5% | +22.6% |
| 3M | +27.3% | -7.6% | +34.9% | +27.4% |
| 6M | +47.0% | +4.0% | +42.9% | +46.0% |
| YTD | +32.6% | -15.2% | +47.8% | +29.1% |
| 1Y | +57.3% | -8.5% | +65.8% | +55.2% |
| All | +57.3% | -8.3% | +65.7% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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