+132.2%
LLY vs BROS
+25.7%
+106.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -4.5% | -21.2% | +16.7% | -3.6% |
| 30D | +13.9% | -11.6% | +25.5% | +14.5% |
| 3M | +13.8% | -36.7% | +50.4% | +15.5% |
| 6M | +37.6% | -42.8% | +80.4% | +40.1% |
| YTD | +26.6% | -44.8% | +71.4% | +28.6% |
| 1Y | +45.3% | -36.5% | +81.9% | +47.4% |
| 3Y | +132.2% | +27.0% | +105.3% | +142.1% |
| All | +132.2% | +25.7% | +106.5% | +142.1% |
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