+17,561.1%
LLY vs F
+639.5%
+16,921.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | -2.1% | +5.3% | -7.5% | -2.9% |
| 30D | -1.6% | +4.6% | -6.2% | -2.3% |
| 3M | +2.3% | -3.7% | +5.9% | +2.7% |
| 6M | +14.9% | +16.8% | -1.9% | +11.5% |
| YTD | +7.5% | +15.3% | -7.8% | +4.4% |
| 1Y | +55.7% | +31.0% | +24.7% | +47.9% |
| 3Y | +110.6% | +45.4% | +65.2% | +93.1% |
| 5Y | +363.4% | +54.7% | +308.8% | +307.4% |
| 10Y | +1,649.0% | +98.2% | +1,550.8% | +1,307.0% |
| All | +17,561.1% | +639.5% | +16,921.6% | +8,473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling