+2,006.3%
LLY vs FE
+108.0%
+1,898.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +19.7% | +4.6% | +15.1% | +18.2% |
| 3M | +19.3% | -0.8% | +20.1% | +19.5% |
| 6M | +49.3% | +7.3% | +42.1% | +46.1% |
| YTD | +32.0% | +8.3% | +23.7% | +28.5% |
| 1Y | +53.7% | +5.7% | +48.0% | +50.7% |
| 3Y | +143.7% | +49.0% | +94.7% | +113.6% |
| 5Y | +463.9% | +49.2% | +414.7% | +389.5% |
| 10Y | +2,006.3% | +110.7% | +1,895.7% | +1,583.3% |
| All | +2,006.3% | +108.0% | +1,898.3% | +1,583.3% |
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