+21,688.9%
LLY vs FICO
+78,251.7%
-56,562.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | +10.1% | +0.4% | +9.7% | +10.0% |
| 30D | +24.0% | +1.7% | +22.4% | +23.5% |
| 3M | +27.3% | -33.0% | +60.3% | +31.5% |
| 6M | +47.0% | -33.9% | +80.8% | +51.6% |
| YTD | +32.6% | -58.5% | +91.1% | +43.0% |
| 1Y | +57.3% | -56.4% | +113.7% | +68.7% |
| 3Y | +154.9% | -24.7% | +179.6% | +155.0% |
| 5Y | +447.5% | +83.1% | +364.4% | +390.7% |
| 10Y | +2,187.5% | +517.2% | +1,670.3% | +1,686.7% |
| All | +21,688.9% | +78,251.7% | -56,562.8% | +14,211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling