+57.3%
LLY vs FISV
-4.0%
+61.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.2% |
| 7D | +10.1% | +29.6% | -19.6% | +7.9% |
| 30D | +24.0% | +34.5% | -10.4% | +21.4% |
| 3M | +27.3% | +11.2% | +16.0% | +26.0% |
| 6M | +47.0% | -1.2% | +48.2% | +45.9% |
| YTD | +32.6% | -7.6% | +40.2% | +29.9% |
| 1Y | +57.3% | -3.7% | +61.1% | +56.2% |
| All | +57.3% | -4.0% | +61.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling