+21,908.6%
LLY vs PHM
+12,054.4%
+9,854.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.0% |
| 7D | +1.6% | +2.9% | -1.3% | +1.1% |
| 30D | +21.5% | +16.5% | +5.0% | +18.6% |
| 3M | +16.4% | +0.6% | +15.8% | +16.1% |
| 6M | +51.5% | +11.6% | +39.9% | +48.5% |
| YTD | +33.9% | +12.1% | +21.8% | +30.8% |
| 1Y | +49.1% | +9.6% | +39.5% | +46.1% |
| 3Y | +144.6% | +62.3% | +82.3% | +122.8% |
| 5Y | +466.3% | +170.4% | +295.9% | +370.0% |
| 10Y | +2,024.1% | +683.0% | +1,341.2% | +1,333.5% |
| All | +21,908.6% | +12,054.4% | +9,854.2% | +7,468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling