+2,888.0%
LLY vs PBR
+1,797.5%
+1,090.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.1% | +8.6% | -10.7% | -3.1% |
| 30D | -1.6% | +12.8% | -14.4% | -3.0% |
| 3M | +2.3% | +14.7% | -12.4% | +0.5% |
| 6M | +14.9% | +25.2% | -10.3% | +11.4% |
| YTD | +7.5% | +77.1% | -69.7% | 0.0% |
| 1Y | +55.7% | +69.6% | -13.9% | +45.4% |
| 3Y | +110.6% | +95.6% | +15.0% | +91.7% |
| 5Y | +363.4% | +501.8% | -138.3% | +259.7% |
| 10Y | +1,649.0% | +640.6% | +1,008.4% | +1,114.1% |
| All | +2,888.0% | +1,797.5% | +1,090.4% | +1,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling