+48.5%
LLY vs BX
-25.1%
+73.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.7% |
| 7D | -2.9% | -5.6% | +2.7% | -2.7% |
| 30D | -8.4% | -12.2% | +3.8% | -8.0% |
| 3M | -3.8% | +7.4% | -11.2% | -3.7% |
| 6M | +11.9% | +22.2% | -10.2% | +12.5% |
| YTD | +4.3% | -14.0% | +18.3% | +2.2% |
| 1Y | +48.5% | -27.3% | +75.7% | +41.0% |
| All | +48.5% | -25.1% | +73.6% | +41.0% |
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