+2,024.1%
LLY vs FFIV
+126.0%
+1,898.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.6% | -4.2% | +5.8% | +2.2% |
| 30D | +21.5% | -33.9% | +55.3% | +27.8% |
| 3M | +16.4% | -22.6% | +39.0% | +19.5% |
| 6M | +51.5% | -10.4% | +61.9% | +51.4% |
| YTD | +33.9% | +24.3% | +9.6% | +26.0% |
| 1Y | +49.1% | +31.8% | +17.3% | +38.7% |
| 3Y | +144.6% | +99.5% | +45.1% | +108.3% |
| 5Y | +466.3% | +40.7% | +425.6% | +410.3% |
| 10Y | +2,024.1% | +126.9% | +1,897.3% | +1,552.8% |
| All | +2,024.1% | +126.0% | +1,898.2% | +1,552.8% |
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