+57.3%
LLY vs FITB
+36.9%
+20.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +10.1% | +2.3% | +7.7% | +9.7% |
| 30D | +24.0% | +7.7% | +16.3% | +22.7% |
| 3M | +27.3% | -4.5% | +31.8% | +27.8% |
| 6M | +47.0% | +12.5% | +34.5% | +43.3% |
| YTD | +32.6% | +19.8% | +12.8% | +26.3% |
| 1Y | +57.3% | +34.1% | +23.2% | +45.8% |
| All | +57.3% | +36.9% | +20.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling