+2,006.3%
LLY vs FDS
+135.1%
+1,871.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.4% |
| 7D | +0.1% | -5.0% | +5.0% | +1.3% |
| 30D | +19.7% | +13.8% | +6.0% | +15.8% |
| 3M | +19.3% | +14.8% | +4.4% | +14.6% |
| 6M | +49.3% | +47.4% | +2.0% | +32.9% |
| YTD | +32.0% | +14.2% | +17.9% | +25.3% |
| 1Y | +53.7% | +26.6% | +27.1% | +41.1% |
| 3Y | +143.7% | -24.4% | +168.2% | +157.5% |
| 5Y | +463.9% | -22.6% | +486.5% | +480.5% |
| 10Y | +2,006.3% | +130.0% | +1,876.4% | +1,320.9% |
| All | +2,006.3% | +135.1% | +1,871.2% | +1,320.9% |
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