+1,612.0%
LLY vs FICO
+605.7%
+1,006.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +2.1% |
| 7D | -2.1% | -19.2% | +17.0% | +1.3% |
| 30D | -1.6% | -14.6% | +13.0% | +0.8% |
| 3M | +2.3% | -20.1% | +22.4% | +5.7% |
| 6M | +14.9% | -36.3% | +51.2% | +22.5% |
| YTD | +7.5% | -44.9% | +52.3% | +17.4% |
| 1Y | +55.7% | -38.6% | +94.3% | +65.5% |
| 3Y | +110.6% | +4.0% | +106.6% | +100.0% |
| 5Y | +363.4% | +99.5% | +263.9% | +276.9% |
| All | +1,612.0% | +605.7% | +1,006.3% | +910.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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