+3,559.6%
LLY vs FFIV
+5,965.2%
-2,405.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.5% | -8.1% | +3.6% | -4.0% |
| 30D | +13.9% | -33.4% | +47.3% | +16.5% |
| 3M | +13.8% | -24.7% | +38.5% | +15.4% |
| 6M | +37.6% | -8.8% | +46.5% | +37.8% |
| YTD | +26.6% | +21.8% | +4.8% | +24.1% |
| 1Y | +45.3% | +25.3% | +20.1% | +42.2% |
| 3Y | +132.2% | +101.2% | +31.1% | +119.7% |
| 5Y | +434.7% | +40.2% | +394.4% | +415.0% |
| 10Y | +2,084.3% | +129.0% | +1,955.3% | +1,925.3% |
| All | +3,559.6% | +5,965.2% | -2,405.5% | +2,460.9% |
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