+139.5%
LLY vs FISV
-47.3%
+186.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +1.4% | +3.0% | -1.6% | +1.2% |
| 30D | +21.5% | +38.8% | -17.2% | +19.0% |
| 3M | +18.5% | +21.2% | -2.7% | +16.9% |
| 6M | +49.1% | +17.5% | +31.6% | +47.1% |
| YTD | +34.4% | -4.9% | +39.3% | +33.9% |
| 1Y | +46.3% | -0.6% | +46.9% | +45.4% |
| All | +139.5% | -47.3% | +186.8% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling