+1,560.7%
LLY vs FISV
-2.2%
+1,562.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.2% | -7.2% | +4.1% | -1.8% |
| 30D | -7.4% | -7.2% | -0.3% | -6.3% |
| 3M | -1.0% | -8.2% | +7.1% | +0.1% |
| 6M | +12.5% | -17.7% | +30.2% | +15.7% |
| YTD | +5.0% | -27.2% | +32.2% | +10.3% |
| 1Y | +49.8% | -63.0% | +112.7% | +75.2% |
| 3Y | +95.5% | -59.8% | +155.2% | +113.9% |
| 5Y | +390.7% | -55.8% | +446.5% | +410.0% |
| All | +1,560.7% | -2.2% | +1,562.8% | +1,209.1% |
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