+104.7%
LLY vs PHM
+61.0%
+43.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -3.2% | +1.0% | -1.6% |
| 30D | -1.6% | -6.4% | +4.8% | -0.6% |
| 3M | +2.3% | +5.5% | -3.2% | +1.3% |
| 6M | +14.9% | -5.4% | +20.3% | +15.5% |
| YTD | +7.5% | +6.6% | +0.9% | +6.1% |
| 1Y | +55.7% | -8.8% | +64.5% | +57.1% |
| All | +104.7% | +61.0% | +43.7% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling