+2,077.5%
LLY vs FISV
+26.5%
+2,051.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.5% |
| 7D | +6.6% | +1.4% | +5.2% | +6.3% |
| 30D | +19.4% | +38.4% | -19.0% | +12.2% |
| 3M | +19.6% | +14.9% | +4.6% | +16.1% |
| 6M | +42.6% | +21.8% | +20.8% | +36.2% |
| YTD | +35.0% | -5.0% | +40.0% | +34.6% |
| 1Y | +42.0% | -1.2% | +43.2% | +40.3% |
| 3Y | +140.5% | -47.5% | +188.0% | +149.6% |
| 5Y | +479.9% | -36.7% | +516.6% | +456.8% |
| All | +2,077.5% | +26.5% | +2,051.0% | +1,587.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling