+2,053.0%
LLY vs F
+64.3%
+1,988.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +4.6% | -3.9% | +8.5% | +5.0% |
| 30D | +22.4% | -0.5% | +22.8% | +22.4% |
| 3M | +17.1% | -12.9% | +30.0% | +18.8% |
| 6M | +44.6% | +1.5% | +43.1% | +43.9% |
| YTD | +33.5% | -5.0% | +38.5% | +33.5% |
| 1Y | +41.1% | -7.3% | +48.5% | +41.5% |
| 3Y | +143.8% | +45.3% | +98.5% | +129.5% |
| 5Y | +473.4% | -15.8% | +489.1% | +462.6% |
| All | +2,053.0% | +64.3% | +1,988.7% | +1,707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling