+2,060.2%
LLY vs FICO
+514.7%
+1,545.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +17.9% | +1.7% | +16.2% | +17.1% |
| 3M | +16.8% | -35.2% | +52.0% | +23.6% |
| 6M | +38.4% | -33.7% | +72.1% | +45.1% |
| YTD | +27.6% | -58.2% | +85.8% | +44.0% |
| 1Y | +48.3% | -56.6% | +104.9% | +66.1% |
| 3Y | +145.4% | -24.0% | +169.3% | +143.0% |
| 5Y | +438.9% | +86.1% | +352.8% | +333.3% |
| All | +2,060.2% | +514.7% | +1,545.5% | +1,218.7% |
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