+2,024.1%
LLY vs PPL
+65.3%
+1,958.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +21.5% | +4.3% | +17.2% | +19.9% |
| 3M | +16.4% | +2.9% | +13.5% | +15.3% |
| 6M | +51.5% | +1.1% | +50.4% | +50.6% |
| YTD | +33.9% | +4.5% | +29.5% | +31.2% |
| 1Y | +49.1% | +0.1% | +49.0% | +48.1% |
| 3Y | +144.6% | +55.7% | +88.9% | +107.3% |
| 5Y | +466.3% | +47.6% | +418.7% | +385.5% |
| 10Y | +2,024.1% | +66.8% | +1,957.3% | +1,453.0% |
| All | +2,024.1% | +65.3% | +1,958.8% | +1,453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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