+361.5%
LLY vs FISV
-55.8%
+417.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.8% |
| 7D | -3.1% | -1.6% | -1.5% | -2.9% |
| 30D | -5.1% | -3.0% | -2.1% | -4.8% |
| 3M | -2.1% | -3.5% | +1.5% | -1.9% |
| 6M | +13.8% | -19.4% | +33.2% | +16.0% |
| YTD | +5.1% | -24.3% | +29.4% | +7.6% |
| 1Y | +53.1% | -62.4% | +115.5% | +68.3% |
| 3Y | +95.6% | -58.2% | +153.8% | +100.8% |
| 5Y | +361.5% | -56.5% | +418.0% | +360.7% |
| All | +361.5% | -55.8% | +417.3% | +360.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling