+47.0%
LLY vs PH
+13.9%
+33.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +4.1% |
| 7D | +0.1% | +3.0% | -3.0% | -0.1% |
| 30D | +19.7% | -0.6% | +20.4% | +19.5% |
| 3M | +19.3% | -10.7% | +30.0% | +19.7% |
| 6M | +49.3% | +9.1% | +40.3% | +46.6% |
| YTD | +32.0% | +9.5% | +22.5% | +25.8% |
| All | +47.0% | +13.9% | +33.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling