+137.8%
LLY vs FDS
-23.5%
+161.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | +4.6% | -2.6% | +7.2% | +4.9% |
| 30D | +22.4% | +14.1% | +8.3% | +20.4% |
| 3M | +17.1% | +19.8% | -2.6% | +14.4% |
| 6M | +44.6% | +55.0% | -10.3% | +36.4% |
| YTD | +33.5% | +15.9% | +17.6% | +30.8% |
| 1Y | +41.1% | +24.2% | +16.9% | +36.9% |
| All | +137.8% | -23.5% | +161.3% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling