+132.2%
LLY vs PR
+64.2%
+68.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -4.5% | -16.4% | +11.9% | -3.2% |
| 30D | +13.9% | -1.9% | +15.8% | +13.9% |
| 3M | +13.8% | +8.0% | +5.8% | +12.7% |
| 6M | +37.6% | +4.1% | +33.5% | +36.5% |
| YTD | +26.6% | +58.7% | -32.1% | +19.1% |
| 1Y | +45.3% | +75.8% | -30.5% | +34.8% |
| 3Y | +132.2% | +73.2% | +59.1% | +108.5% |
| All | +132.2% | +64.2% | +68.0% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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