+539.0%
LLY vs BROS
+3.7%
+535.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.5% |
| 7D | +4.6% | -2.5% | +7.1% | +4.7% |
| 30D | +22.4% | -11.2% | +33.6% | +23.0% |
| 3M | +17.1% | -33.9% | +51.1% | +19.2% |
| 6M | +44.6% | -33.5% | +78.1% | +46.8% |
| YTD | +33.5% | -44.9% | +78.4% | +36.3% |
| 1Y | +41.1% | -41.5% | +82.6% | +43.8% |
| 3Y | +143.8% | +22.4% | +121.3% | +137.1% |
| 5Y | +473.4% | -45.7% | +519.0% | +465.5% |
| All | +539.0% | +3.7% | +535.3% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling