+139.5%
LLY vs FDX
+73.6%
+65.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | +1.4% | -2.1% | +3.4% | +1.7% |
| 30D | +21.5% | +10.4% | +11.1% | +19.7% |
| 3M | +18.5% | +0.5% | +18.0% | +18.3% |
| 6M | +49.1% | +6.5% | +42.6% | +47.3% |
| YTD | +34.4% | +40.2% | -5.9% | +27.5% |
| 1Y | +46.3% | +52.1% | -5.8% | +37.2% |
| All | +139.5% | +73.6% | +65.8% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling