+1,612.0%
LLY vs FE
+115.1%
+1,496.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | +1.9% | -4.1% | -2.7% |
| 30D | -1.6% | -1.2% | -0.4% | -1.4% |
| 3M | +2.3% | +3.5% | -1.2% | +1.2% |
| 6M | +14.9% | -6.1% | +21.0% | +16.7% |
| YTD | +7.5% | +7.6% | -0.1% | +4.8% |
| 1Y | +55.7% | +11.9% | +43.8% | +50.0% |
| 3Y | +110.6% | +48.4% | +62.2% | +85.0% |
| 5Y | +363.4% | +44.8% | +318.6% | +306.9% |
| All | +1,612.0% | +115.1% | +1,496.9% | +1,273.3% |
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