+2,040.7%
LLY vs PR
+147.8%
+1,892.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.7% |
| 7D | -0.7% | -16.5% | +15.9% | -0.6% |
| 30D | +17.9% | -4.5% | +22.4% | +17.9% |
| 3M | +16.8% | +8.5% | +8.3% | +16.8% |
| 6M | +38.4% | -3.3% | +41.8% | +38.4% |
| YTD | +27.6% | +55.7% | -28.1% | +27.2% |
| 1Y | +48.3% | +82.0% | -33.7% | +47.7% |
| 3Y | +145.4% | +62.5% | +82.9% | +144.3% |
| 5Y | +438.9% | +223.9% | +215.0% | +437.7% |
| 10Y | +2,101.6% | +64.2% | +2,037.4% | +2,487.6% |
| All | +2,040.7% | +147.8% | +1,892.9% | +2,317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling