+483.3%
LLY vs FE
+47.0%
+436.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +6.7% | +1.2% | +5.5% | +6.4% |
| 30D | +19.6% | +4.5% | +15.0% | +18.3% |
| 3M | +19.7% | +1.3% | +18.4% | +19.3% |
| 6M | +42.7% | +8.7% | +34.1% | +39.8% |
| YTD | +35.1% | +9.2% | +25.9% | +31.8% |
| 1Y | +42.2% | +7.0% | +35.2% | +39.4% |
| 3Y | +140.8% | +51.4% | +89.4% | +113.2% |
| All | +483.3% | +47.0% | +436.3% | +430.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling