+443.8%
LLY vs FDX
+72.6%
+371.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -4.5% | -1.6% | -2.8% | -4.3% |
| 30D | +13.9% | +6.6% | +7.3% | +13.0% |
| 3M | +13.8% | -2.1% | +15.8% | +14.0% |
| 6M | +37.6% | +2.2% | +35.4% | +37.0% |
| YTD | +26.6% | +33.9% | -7.3% | +21.5% |
| 1Y | +45.3% | +50.2% | -4.9% | +37.4% |
| 3Y | +132.2% | +65.5% | +66.7% | +113.6% |
| All | +443.8% | +72.6% | +371.2% | +385.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling