+2,043.2%
LLY vs FE
+105.3%
+1,937.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | +13.9% | +4.1% | +9.8% | +12.6% |
| 3M | +13.8% | -1.0% | +14.8% | +14.0% |
| 6M | +37.6% | +4.0% | +33.6% | +35.9% |
| YTD | +26.6% | +6.8% | +19.8% | +23.8% |
| 1Y | +45.3% | +5.3% | +40.1% | +42.6% |
| 3Y | +132.2% | +44.6% | +87.6% | +105.7% |
| 5Y | +434.7% | +44.2% | +390.5% | +369.7% |
| All | +2,043.2% | +105.3% | +1,937.9% | +1,611.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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