+361.5%
LLY vs PHM
+152.9%
+208.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.6% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | -5.1% | -9.7% | +4.6% | -3.5% |
| 3M | -2.1% | +2.2% | -4.3% | -2.6% |
| 6M | +13.8% | -5.7% | +19.5% | +14.6% |
| YTD | +5.1% | +2.8% | +2.3% | +4.1% |
| 1Y | +53.1% | -14.4% | +67.5% | +56.2% |
| 3Y | +95.6% | +52.2% | +43.4% | +76.6% |
| 5Y | +361.5% | +154.3% | +207.3% | +268.2% |
| All | +361.5% | +152.9% | +208.6% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PHM 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling