+4,341.9%
LLY vs BX
+815.3%
+3,526.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +6.6% | +0.6% | +6.0% | +6.5% |
| 30D | +19.4% | +14.2% | +5.2% | +16.7% |
| 3M | +19.6% | -18.7% | +38.3% | +23.7% |
| 6M | +42.6% | +2.5% | +40.1% | +41.2% |
| YTD | +35.0% | -18.8% | +53.8% | +38.4% |
| 1Y | +42.0% | -10.3% | +52.3% | +43.0% |
| 3Y | +140.5% | +35.4% | +105.1% | +120.9% |
| 5Y | +479.9% | +0.3% | +479.6% | +443.9% |
| 10Y | +2,059.2% | +668.4% | +1,390.9% | +1,273.6% |
| All | +4,341.9% | +815.3% | +3,526.6% | +2,305.4% |
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 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