+92.7%
LLY vs FISV
-60.0%
+152.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.4% | +0.3% |
| 7D | -3.1% | -6.4% | +3.3% | -2.6% |
| 30D | -8.6% | -6.8% | -1.8% | -8.2% |
| 3M | -1.6% | -10.0% | +8.3% | -1.1% |
| 6M | +11.8% | -20.6% | +32.5% | +13.2% |
| YTD | +5.1% | -27.6% | +32.7% | +7.0% |
| 1Y | +50.7% | -64.3% | +115.1% | +61.3% |
| All | +92.7% | -60.0% | +152.7% | +74.8% |
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