+132.2%
LLY vs FE
+42.7%
+89.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -4.5% | -1.0% | -3.5% | -4.3% |
| 30D | +13.9% | +4.1% | +9.8% | +13.2% |
| 3M | +13.8% | -1.0% | +14.8% | +13.8% |
| 6M | +37.6% | +4.0% | +33.6% | +36.7% |
| YTD | +26.6% | +6.8% | +19.8% | +25.1% |
| 1Y | +45.3% | +5.3% | +40.1% | +43.9% |
| 3Y | +132.2% | +44.6% | +87.6% | +127.3% |
| All | +132.2% | +42.7% | +89.6% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling