+483.3%
LLY vs FDX
+74.7%
+408.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.0% |
| 7D | +6.7% | +5.2% | +1.5% | +6.0% |
| 30D | +19.6% | +11.3% | +8.3% | +17.8% |
| 3M | +19.7% | -4.1% | +23.8% | +20.3% |
| 6M | +42.7% | +9.6% | +33.1% | +40.7% |
| YTD | +35.1% | +40.9% | -5.8% | +28.7% |
| 1Y | +42.2% | +53.0% | -10.8% | +34.0% |
| 3Y | +140.8% | +74.1% | +66.7% | +119.8% |
| All | +483.3% | +74.7% | +408.6% | +416.7% |
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 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