+390.6%
LLY vs BRO
+17.6%
+373.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.9% | -7.3% | +4.4% | -0.8% |
| 30D | -8.4% | -6.9% | -1.6% | -6.5% |
| 3M | -3.8% | +10.7% | -14.4% | -6.7% |
| 6M | +11.9% | -2.7% | +14.6% | +12.4% |
| YTD | +4.3% | -16.3% | +20.6% | +9.6% |
| 1Y | +48.5% | -29.1% | +77.5% | +64.4% |
| 3Y | +91.2% | -7.8% | +99.1% | +93.4% |
| All | +390.6% | +17.6% | +373.0% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling