+2,049.9%
LLY vs FDS
+132.8%
+1,917.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.3% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | +21.5% | +16.0% | +5.5% | +17.0% |
| 3M | +18.5% | +18.8% | -0.3% | +12.8% |
| 6M | +49.1% | +54.1% | -5.0% | +31.2% |
| YTD | +34.4% | +17.0% | +17.4% | +26.8% |
| 1Y | +46.3% | +25.5% | +20.8% | +34.8% |
| 3Y | +145.5% | -23.3% | +168.8% | +158.5% |
| 5Y | +472.7% | -22.6% | +495.3% | +491.0% |
| 10Y | +2,049.9% | +130.2% | +1,919.7% | +1,370.2% |
| All | +2,049.9% | +132.8% | +1,917.2% | +1,370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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