+1,610.3%
LLY vs FDS
+87.3%
+1,522.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -1.6% | +9.0% | -10.6% | -3.9% |
| 3M | +2.3% | +18.9% | -16.6% | -2.8% |
| 6M | +14.9% | +35.1% | -20.2% | +4.3% |
| YTD | +7.5% | +5.5% | +2.0% | +4.4% |
| 1Y | +55.7% | -16.8% | +72.5% | +61.4% |
| 3Y | +110.6% | -28.1% | +138.7% | +125.2% |
| 5Y | +363.4% | -17.4% | +380.8% | +363.9% |
| All | +1,610.3% | +87.3% | +1,522.9% | +1,145.1% |
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