+2,053.0%
LLY vs FITB
+208.7%
+1,844.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +4.6% | +0.8% | +3.7% | +4.5% |
| 30D | +22.4% | +7.3% | +15.0% | +21.3% |
| 3M | +17.1% | -6.3% | +23.4% | +18.0% |
| 6M | +44.6% | +12.6% | +32.1% | +42.3% |
| YTD | +33.5% | +18.0% | +15.5% | +30.3% |
| 1Y | +41.1% | +28.9% | +12.2% | +36.2% |
| 3Y | +143.8% | +139.4% | +4.4% | +116.0% |
| 5Y | +473.4% | +47.2% | +426.1% | +434.6% |
| All | +2,053.0% | +208.7% | +1,844.3% | +1,673.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling