+473.4%
LLY vs FFIV
+40.7%
+432.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +4.6% | +1.9% | +2.7% | +4.4% |
| 30D | +22.4% | -33.3% | +55.7% | +25.8% |
| 3M | +17.1% | -24.9% | +42.0% | +19.1% |
| 6M | +44.6% | -10.5% | +55.2% | +44.0% |
| YTD | +33.5% | +24.4% | +9.0% | +26.9% |
| 1Y | +41.1% | +32.3% | +8.9% | +32.8% |
| 3Y | +143.8% | +99.7% | +44.1% | +115.1% |
| 5Y | +473.4% | +38.4% | +434.9% | +443.5% |
| All | +473.4% | +40.7% | +432.7% | +443.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling