+95.6%
LLY vs PBR
+98.1%
-2.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | -5.1% | +19.4% | -24.5% | -6.0% |
| 3M | -2.1% | +20.8% | -22.9% | -3.1% |
| 6M | +13.8% | +23.5% | -9.6% | +11.4% |
| YTD | +5.1% | +83.4% | -78.3% | -2.5% |
| 1Y | +53.1% | +77.6% | -24.4% | +42.4% |
| 3Y | +95.6% | +99.9% | -4.2% | +72.5% |
| All | +95.6% | +98.1% | -2.5% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling