+17,174.7%
LLY vs BRO
+25,667.1%
-8,492.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -3.1% | -7.6% | +4.6% | -1.8% |
| 30D | -8.6% | -6.9% | -1.7% | -7.5% |
| 3M | -1.6% | +12.8% | -14.5% | -3.7% |
| 6M | +11.8% | -5.9% | +17.7% | +12.6% |
| YTD | +5.1% | -15.9% | +21.0% | +7.6% |
| 1Y | +50.7% | -28.1% | +78.9% | +58.2% |
| 3Y | +95.7% | -7.0% | +102.7% | +96.6% |
| 5Y | +390.2% | +18.0% | +372.2% | +371.3% |
| 10Y | +1,580.3% | +293.9% | +1,286.4% | +1,265.6% |
| All | +17,174.7% | +25,667.1% | -8,492.5% | +13,041.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling