+47.0%
LLY vs FE
+6.4%
+40.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +19.7% | +4.6% | +15.1% | +19.5% |
| 3M | +19.3% | -0.8% | +20.1% | +18.8% |
| 6M | +49.3% | +7.3% | +42.1% | +49.6% |
| YTD | +32.0% | +8.3% | +23.7% | +36.4% |
| All | +47.0% | +6.4% | +40.6% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling