+443.8%
LLY vs PPL
+47.9%
+396.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +13.9% | +5.4% | +8.5% | +12.3% |
| 3M | +13.8% | +4.3% | +9.5% | +12.3% |
| 6M | +37.6% | -1.3% | +38.9% | +37.9% |
| YTD | +26.6% | +4.7% | +21.9% | +24.1% |
| 1Y | +45.3% | +1.3% | +44.1% | +44.0% |
| 3Y | +132.2% | +57.2% | +75.0% | +96.7% |
| All | +443.8% | +47.9% | +396.0% | +371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling