+2,006.3%
LLY vs FDX
+160.0%
+1,846.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +19.7% | +9.3% | +10.4% | +18.1% |
| 3M | +19.3% | +0.5% | +18.8% | +19.1% |
| 6M | +49.3% | +5.3% | +44.0% | +47.8% |
| YTD | +32.0% | +38.6% | -6.6% | +25.0% |
| 1Y | +53.7% | +53.5% | +0.2% | +43.2% |
| 3Y | +143.7% | +74.2% | +69.5% | +119.0% |
| 5Y | +463.9% | +75.3% | +388.6% | +397.0% |
| 10Y | +2,006.3% | +156.3% | +1,850.1% | +1,668.9% |
| All | +2,006.3% | +160.0% | +1,846.3% | +1,668.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling