+473.4%
LLY vs FDS
-23.2%
+496.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +4.6% | -2.6% | +7.2% | +5.0% |
| 30D | +22.4% | +14.1% | +8.3% | +19.7% |
| 3M | +17.1% | +19.8% | -2.6% | +13.4% |
| 6M | +44.6% | +55.0% | -10.3% | +33.0% |
| YTD | +33.5% | +15.9% | +17.6% | +29.5% |
| 1Y | +41.1% | +24.2% | +16.9% | +34.7% |
| 3Y | +143.8% | -24.0% | +167.8% | +157.5% |
| 5Y | +473.4% | -23.3% | +496.7% | +504.5% |
| All | +473.4% | -23.2% | +496.6% | +504.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling