+1,545.2%
LLY vs FITB
+285.0%
+1,260.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -3.1% | +2.8% | -5.9% | -3.5% |
| 30D | -5.1% | -4.5% | -0.6% | -4.6% |
| 3M | -2.1% | +5.7% | -7.7% | -2.9% |
| 6M | +13.8% | +17.1% | -3.3% | +11.4% |
| YTD | +5.1% | +18.3% | -13.2% | +2.5% |
| 1Y | +53.1% | +23.9% | +29.2% | +48.3% |
| 3Y | +95.6% | +131.1% | -35.5% | +73.4% |
| 5Y | +361.5% | +71.1% | +290.4% | +318.9% |
| 10Y | +1,545.2% | +283.9% | +1,261.3% | +1,045.8% |
| All | +1,545.2% | +285.0% | +1,260.1% | +1,045.8% |
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