+139.5%
LLY vs BX
+37.4%
+102.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +1.8% |
| 30D | +21.5% | +7.3% | +14.2% | +20.4% |
| 3M | +18.5% | -16.3% | +34.8% | +20.8% |
| 6M | +49.1% | +2.5% | +46.6% | +48.0% |
| YTD | +34.4% | -17.6% | +52.0% | +36.8% |
| 1Y | +46.3% | -12.4% | +58.7% | +47.5% |
| All | +139.5% | +37.4% | +102.1% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling