+140.8%
LLY vs BROS
+30.6%
+110.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +1.0% |
| 7D | +6.7% | +6.3% | +0.4% | +6.4% |
| 30D | +19.6% | -8.3% | +27.9% | +20.0% |
| 3M | +19.7% | -29.8% | +49.5% | +21.1% |
| 6M | +42.7% | -25.8% | +68.6% | +43.9% |
| YTD | +35.1% | -41.4% | +76.5% | +36.9% |
| 1Y | +42.2% | -35.2% | +77.3% | +43.9% |
| 3Y | +140.8% | +32.8% | +108.0% | +148.9% |
| All | +140.8% | +30.6% | +110.2% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling