+2,006.3%
LLY vs PHM
+746.3%
+1,260.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.9% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +19.7% | +21.2% | -1.5% | +16.2% |
| 3M | +19.3% | +2.5% | +16.8% | +18.6% |
| 6M | +49.3% | +16.1% | +33.2% | +45.5% |
| YTD | +32.0% | +16.6% | +15.4% | +28.3% |
| 1Y | +53.7% | +14.4% | +39.3% | +49.7% |
| 3Y | +143.7% | +71.9% | +71.9% | +120.3% |
| 5Y | +463.9% | +174.3% | +289.6% | +367.3% |
| 10Y | +2,006.3% | +744.0% | +1,262.3% | +1,507.9% |
| All | +2,006.3% | +746.3% | +1,260.0% | +1,507.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling