+2,050.0%
LLY vs PH
+725.6%
+1,324.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.4% | +6.9% | -5.5% | 0.0% |
| 30D | +21.5% | +1.7% | +19.9% | +20.9% |
| 3M | +18.5% | -8.1% | +26.6% | +20.3% |
| 6M | +49.1% | +11.5% | +37.6% | +44.8% |
| YTD | +34.4% | +11.4% | +23.0% | +30.0% |
| 1Y | +46.3% | +14.1% | +32.2% | +40.8% |
| 3Y | +145.5% | +138.2% | +7.2% | +97.5% |
| 5Y | +472.7% | +216.0% | +256.7% | +325.5% |
| 10Y | +2,050.0% | +710.0% | +1,340.0% | +1,186.4% |
| All | +2,050.0% | +725.6% | +1,324.3% | +1,186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling