+372.0%
LLY vs F
+55.4%
+316.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | -2.1% | +5.3% | -7.5% | -2.6% |
| 30D | -1.6% | +4.6% | -6.2% | -2.0% |
| 3M | +2.3% | -3.7% | +5.9% | +2.6% |
| 6M | +14.9% | +16.8% | -1.9% | +13.0% |
| YTD | +7.5% | +15.3% | -7.8% | +5.8% |
| 1Y | +55.7% | +31.0% | +24.7% | +51.5% |
| 3Y | +110.6% | +45.4% | +65.2% | +101.3% |
| All | +372.0% | +55.4% | +316.6% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling