+1,560.7%
LLY vs BX
+654.4%
+906.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | -3.2% | -8.9% | +5.8% | -1.5% |
| 30D | -7.4% | -14.8% | +7.3% | -4.7% |
| 3M | -1.0% | +6.9% | -8.0% | -2.6% |
| 6M | +12.5% | +16.3% | -3.8% | +8.6% |
| YTD | +5.0% | -16.1% | +21.1% | +7.5% |
| 1Y | +49.8% | -26.8% | +76.5% | +57.1% |
| 3Y | +95.5% | +22.4% | +73.0% | +80.6% |
| 5Y | +390.7% | +16.0% | +374.7% | +340.4% |
| All | +1,560.7% | +654.4% | +906.2% | +896.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling