+20,870.5%
LLY vs F
+533.8%
+20,336.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.6% |
| 7D | -0.7% | +1.4% | -2.0% | -0.9% |
| 30D | +17.9% | +2.0% | +15.9% | +17.5% |
| 3M | +16.8% | -10.4% | +27.2% | +18.6% |
| 6M | +38.4% | +9.7% | +28.7% | +35.7% |
| YTD | +27.6% | -1.2% | +28.8% | +26.8% |
| 1Y | +48.3% | 0.0% | +48.3% | +47.1% |
| 3Y | +145.4% | +41.1% | +104.3% | +126.2% |
| 5Y | +438.9% | -11.4% | +450.3% | +419.1% |
| 10Y | +2,101.6% | +85.0% | +2,016.6% | +1,686.9% |
| All | +20,870.5% | +533.8% | +20,336.7% | +10,316.0% |
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 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