+49.8%
LLY vs PBR
+80.2%
-30.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | +0.2% |
| 7D | -3.2% | +4.2% | -7.4% | -2.5% |
| 30D | -7.4% | +22.7% | -30.2% | -4.5% |
| 3M | -1.0% | +21.5% | -22.6% | +2.2% |
| 6M | +12.5% | +24.0% | -11.5% | +16.0% |
| YTD | +5.0% | +88.2% | -83.2% | +11.1% |
| 1Y | +49.8% | +74.8% | -25.1% | +57.6% |
| All | +49.8% | +80.2% | -30.4% | +57.6% |
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