+57.3%
LLY vs FDX
+65.6%
-8.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | +10.1% | +8.1% | +1.9% | +8.3% |
| 30D | +24.0% | +13.9% | +10.1% | +21.0% |
| 3M | +27.3% | +5.5% | +21.7% | +25.8% |
| 6M | +47.0% | +15.1% | +31.8% | +41.9% |
| YTD | +32.6% | +43.2% | -10.6% | +24.4% |
| 1Y | +57.3% | +65.0% | -7.7% | +44.1% |
| All | +57.3% | +65.6% | -8.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling