+372.0%
LLY vs FFIV
+91.3%
+280.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -1.0% | -1.2% | -2.1% |
| 30D | -1.6% | -5.1% | +3.5% | -1.2% |
| 3M | +2.3% | -4.5% | +6.7% | +2.5% |
| 6M | +14.9% | +36.5% | -21.6% | +10.2% |
| YTD | +7.5% | +53.0% | -45.5% | +1.1% |
| 1Y | +55.7% | +24.2% | +31.5% | +51.0% |
| 3Y | +110.6% | +137.2% | -26.6% | +84.7% |
| All | +372.0% | +91.3% | +280.7% | +327.3% |
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