+3,436.8%
LLY vs BX
+927.0%
+2,509.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.1% | -4.4% | +2.2% | -1.4% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | +16.0% | -13.7% | -0.6% |
| 6M | +14.9% | +21.6% | -6.7% | +10.4% |
| YTD | +7.5% | -8.9% | +16.4% | +8.2% |
| 1Y | +55.7% | -16.6% | +72.3% | +58.8% |
| 3Y | +110.6% | +43.3% | +67.3% | +91.8% |
| 5Y | +363.4% | +25.7% | +337.7% | +317.2% |
| 10Y | +1,649.0% | +689.5% | +959.5% | +1,007.7% |
| All | +3,436.8% | +927.0% | +2,509.8% | +1,780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling