+57.3%
LLY vs PBR
+74.7%
-17.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | -0.3% |
| 7D | +10.1% | -11.0% | +21.1% | +8.5% |
| 30D | +24.0% | -18.8% | +42.8% | +21.2% |
| 3M | +27.3% | +7.8% | +19.5% | +30.1% |
| 6M | +47.0% | -7.6% | +54.5% | +47.0% |
| YTD | +32.6% | +72.7% | -40.1% | +40.7% |
| 1Y | +57.3% | +72.9% | -15.6% | +68.4% |
| All | +57.3% | +74.7% | -17.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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