+372.0%
LLY vs PH
+254.3%
+117.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | -3.1% | +0.9% | -1.6% |
| 30D | -1.6% | -3.2% | +1.6% | -1.1% |
| 3M | +2.3% | +10.6% | -8.3% | -0.2% |
| 6M | +14.9% | -2.1% | +17.0% | +14.8% |
| YTD | +7.5% | +10.2% | -2.7% | +4.4% |
| 1Y | +55.7% | +28.2% | +27.5% | +45.9% |
| 3Y | +110.6% | +134.9% | -24.3% | +68.7% |
| All | +372.0% | +254.3% | +117.7% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling