+372.0%
LLY vs PR
+433.6%
-61.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.1% | +2.9% | -5.1% | -2.3% |
| 30D | -1.6% | +18.0% | -19.7% | -2.5% |
| 3M | +2.3% | +16.9% | -14.6% | +1.4% |
| 6M | +14.9% | +28.2% | -13.3% | +13.1% |
| YTD | +7.5% | +69.3% | -61.9% | +4.0% |
| 1Y | +55.7% | +69.5% | -13.8% | +50.5% |
| 3Y | +110.6% | +81.7% | +28.9% | +100.9% |
| All | +372.0% | +433.6% | -61.6% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling