+2,043.2%
LLY vs F
+80.8%
+1,962.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | +1.6% | -6.0% | -4.7% |
| 30D | +13.9% | +2.6% | +11.3% | +13.6% |
| 3M | +13.8% | -8.8% | +22.6% | +14.8% |
| 6M | +37.6% | +4.6% | +33.0% | +36.5% |
| YTD | +26.6% | -1.9% | +28.5% | +26.2% |
| 1Y | +45.3% | -0.8% | +46.1% | +44.7% |
| 3Y | +132.2% | +43.5% | +88.7% | +118.9% |
| 5Y | +434.7% | -12.1% | +446.7% | +421.7% |
| All | +2,043.2% | +80.8% | +1,962.4% | +1,685.0% |
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