+2,043.2%
LLY vs FDS
+135.4%
+1,907.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | +13.9% | +20.2% | -6.3% | +8.6% |
| 3M | +13.8% | +19.9% | -6.1% | +8.1% |
| 6M | +37.6% | +56.2% | -18.6% | +20.4% |
| YTD | +26.6% | +14.6% | +12.0% | +20.0% |
| 1Y | +45.3% | +31.6% | +13.7% | +31.8% |
| 3Y | +132.2% | -23.8% | +156.0% | +144.7% |
| 5Y | +434.7% | -22.6% | +457.2% | +450.5% |
| All | +2,043.2% | +135.4% | +1,907.9% | +1,239.8% |
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