+440.7%
LLY vs FE
+47.5%
+393.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.5% | 0.0% | -4.4% | -4.5% |
| 30D | +13.9% | +5.2% | +8.7% | +12.6% |
| 3M | +13.8% | 0.0% | +13.8% | +13.7% |
| 6M | +37.6% | +5.0% | +32.6% | +35.8% |
| YTD | +26.6% | +7.9% | +18.7% | +23.8% |
| 1Y | +45.3% | +6.3% | +39.0% | +42.7% |
| 3Y | +132.2% | +46.0% | +86.2% | +107.8% |
| All | +440.7% | +47.5% | +393.3% | +391.5% |
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