+482.6%
LLY vs FE
+47.0%
+435.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.9% |
| 7D | +6.6% | +1.2% | +5.4% | +6.3% |
| 30D | +19.4% | +4.5% | +14.9% | +18.2% |
| 3M | +19.6% | +1.3% | +18.2% | +19.1% |
| 6M | +42.6% | +8.7% | +33.9% | +39.6% |
| YTD | +35.0% | +9.2% | +25.8% | +31.6% |
| 1Y | +42.0% | +7.0% | +35.0% | +39.2% |
| 3Y | +140.5% | +51.4% | +89.1% | +113.0% |
| All | +482.6% | +47.0% | +435.6% | +430.0% |
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