+4,249.3%
LLY vs FE
+566.1%
+3,683.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -0.7% | +0.6% | -1.2% | -0.8% |
| 30D | +17.9% | +6.4% | +11.5% | +15.8% |
| 3M | +16.8% | -0.5% | +17.3% | +16.9% |
| 6M | +38.4% | +4.7% | +33.7% | +36.3% |
| YTD | +27.6% | +8.4% | +19.2% | +24.0% |
| 1Y | +48.3% | +7.2% | +41.1% | +44.6% |
| 3Y | +145.4% | +44.9% | +100.5% | +116.0% |
| 5Y | +438.9% | +46.3% | +392.6% | +368.7% |
| 10Y | +2,101.6% | +110.3% | +1,991.4% | +1,541.7% |
| All | +4,249.3% | +566.1% | +3,683.2% | +2,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling