+2,043.2%
LLY vs FFIV
+126.1%
+1,917.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.5% | -8.1% | +3.6% | -3.4% |
| 30D | +13.9% | -33.4% | +47.3% | +19.7% |
| 3M | +13.8% | -24.7% | +38.5% | +17.2% |
| 6M | +37.6% | -8.8% | +46.5% | +37.1% |
| YTD | +26.6% | +21.8% | +4.8% | +19.4% |
| 1Y | +45.3% | +25.3% | +20.1% | +36.2% |
| 3Y | +132.2% | +101.2% | +31.1% | +96.9% |
| 5Y | +434.7% | +40.2% | +394.4% | +381.0% |
| All | +2,043.2% | +126.1% | +1,917.1% | +1,501.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling