+2,006.3%
LLY vs FITB
+247.7%
+1,758.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +4.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +19.7% | +7.3% | +12.4% | +18.7% |
| 3M | +19.3% | -4.0% | +23.2% | +19.8% |
| 6M | +49.3% | +11.9% | +37.4% | +47.0% |
| YTD | +32.0% | +19.0% | +13.0% | +28.8% |
| 1Y | +53.7% | +31.0% | +22.7% | +48.1% |
| 3Y | +143.7% | +143.8% | 0.0% | +115.6% |
| 5Y | +463.9% | +48.9% | +415.0% | +425.2% |
| 10Y | +2,006.3% | +236.6% | +1,769.7% | +1,621.0% |
| All | +2,006.3% | +247.7% | +1,758.7% | +1,621.0% |
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