+3,006.5%
LLY vs FFIV
+7,518.9%
-4,512.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | -1.0% | -1.2% | -2.1% |
| 30D | -1.6% | -5.1% | +3.5% | -1.3% |
| 3M | +2.3% | -4.5% | +6.7% | +2.5% |
| 6M | +14.9% | +36.5% | -21.6% | +12.4% |
| YTD | +7.5% | +53.0% | -45.5% | +4.2% |
| 1Y | +55.7% | +24.2% | +31.5% | +52.8% |
| 3Y | +110.6% | +137.2% | -26.6% | +97.7% |
| 5Y | +363.4% | +91.8% | +271.7% | +338.9% |
| 10Y | +1,649.0% | +215.2% | +1,433.8% | +1,494.7% |
| All | +3,006.5% | +7,518.9% | -4,512.4% | +2,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling