+414.6%
LLY vs BROS
+43.3%
+371.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.1% | -6.7% | +4.5% | -1.9% |
| 30D | -1.6% | -29.1% | +27.5% | -0.3% |
| 3M | +2.3% | -16.7% | +19.0% | +2.9% |
| 6M | +14.9% | -11.6% | +26.5% | +15.1% |
| YTD | +7.5% | -23.9% | +31.4% | +8.3% |
| 1Y | +55.7% | -34.8% | +90.5% | +57.6% |
| 3Y | +110.6% | +62.1% | +48.5% | +102.2% |
| All | +414.6% | +43.3% | +371.3% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling