+2,006.3%
LLY vs FICO
+544.0%
+1,462.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.8% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +19.7% | +8.4% | +11.3% | +17.8% |
| 3M | +19.3% | -30.5% | +49.8% | +24.7% |
| 6M | +49.3% | -35.7% | +85.1% | +57.5% |
| YTD | +32.0% | -57.2% | +89.2% | +48.5% |
| 1Y | +53.7% | -58.4% | +112.1% | +73.7% |
| 3Y | +143.7% | -24.8% | +168.6% | +142.1% |
| 5Y | +463.9% | +79.3% | +384.6% | +357.9% |
| 10Y | +2,006.3% | +531.6% | +1,474.7% | +1,165.9% |
| All | +2,006.3% | +544.0% | +1,462.4% | +1,165.9% |
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