+20,870.5%
LLY vs PPL
+2,170.9%
+18,699.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.5% | -4.0% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | +17.9% | +6.8% | +11.1% | +15.5% |
| 3M | +16.8% | +3.9% | +13.0% | +15.3% |
| 6M | +38.4% | -2.0% | +40.5% | +39.0% |
| YTD | +27.6% | +5.3% | +22.3% | +24.8% |
| 1Y | +48.3% | +2.2% | +46.2% | +46.4% |
| 3Y | +145.4% | +56.7% | +88.6% | +109.3% |
| 5Y | +438.9% | +49.1% | +389.8% | +364.2% |
| 10Y | +2,101.6% | +63.6% | +2,038.0% | +1,673.2% |
| All | +20,870.5% | +2,170.9% | +18,699.6% | +6,559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling