+372.0%
LLY vs FDX
+65.4%
+306.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -2.5% | +0.4% | -1.8% |
| 30D | -1.6% | +3.8% | -5.4% | -2.1% |
| 3M | +2.3% | -1.3% | +3.6% | +2.3% |
| 6M | +14.9% | +5.0% | +9.9% | +13.7% |
| YTD | +7.5% | +39.6% | -32.2% | +2.4% |
| 1Y | +55.7% | +81.1% | -25.4% | +43.2% |
| 3Y | +110.6% | +63.0% | +47.6% | +93.2% |
| All | +372.0% | +65.4% | +306.6% | +322.7% |
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