+2,024.1%
LLY vs FDX
+155.6%
+1,868.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | +0.5% | +1.2% | +1.6% |
| 30D | +21.5% | +9.5% | +11.9% | +19.8% |
| 3M | +16.4% | -1.3% | +17.8% | +16.6% |
| 6M | +51.5% | +5.5% | +46.0% | +49.9% |
| YTD | +33.9% | +38.9% | -5.0% | +26.8% |
| 1Y | +49.1% | +58.8% | -9.7% | +38.2% |
| 3Y | +144.6% | +71.1% | +73.5% | +120.4% |
| 5Y | +466.3% | +76.3% | +390.0% | +398.6% |
| 10Y | +2,024.1% | +153.4% | +1,870.7% | +1,707.0% |
| All | +2,024.1% | +155.6% | +1,868.5% | +1,707.0% |
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