+41.1%
LLY vs BROS
-40.8%
+82.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.2% |
| 7D | +4.6% | -2.5% | +7.1% | +4.9% |
| 30D | +22.4% | -11.2% | +33.6% | +24.0% |
| 3M | +17.1% | -33.9% | +51.1% | +22.1% |
| 6M | +44.6% | -33.5% | +78.1% | +48.3% |
| YTD | +33.5% | -44.9% | +78.4% | +41.4% |
| 1Y | +41.1% | -41.5% | +82.6% | +48.2% |
| All | +41.1% | -40.8% | +82.0% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling