+20,705.6%
LLY vs PH
+24,008.7%
-3,303.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.4% |
| 7D | -4.5% | +2.0% | -6.5% | -5.0% |
| 30D | +13.9% | -3.7% | +17.6% | +14.7% |
| 3M | +13.8% | -14.0% | +27.8% | +17.4% |
| 6M | +37.6% | +2.1% | +35.5% | +36.1% |
| YTD | +26.6% | +5.1% | +21.5% | +23.9% |
| 1Y | +45.3% | +10.9% | +34.4% | +40.4% |
| 3Y | +132.2% | +132.9% | -0.7% | +85.7% |
| 5Y | +434.7% | +200.1% | +234.6% | +296.1% |
| 10Y | +2,084.3% | +783.8% | +1,300.5% | +1,082.8% |
| All | +20,705.6% | +24,008.7% | -3,303.1% | +5,240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling