+2,080.1%
LLY vs BX
+659.0%
+1,421.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +6.7% | +0.6% | +6.2% | +6.6% |
| 30D | +19.6% | +14.2% | +5.3% | +16.6% |
| 3M | +19.7% | -18.7% | +38.5% | +24.2% |
| 6M | +42.7% | +2.5% | +40.3% | +41.2% |
| YTD | +35.1% | -18.8% | +53.9% | +39.0% |
| 1Y | +42.2% | -10.3% | +52.5% | +43.2% |
| 3Y | +140.8% | +35.4% | +105.4% | +117.3% |
| 5Y | +480.6% | +0.3% | +480.3% | +442.4% |
| All | +2,080.1% | +659.0% | +1,421.1% | +1,132.7% |
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