+483.3%
LLY vs FITB
+48.6%
+434.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | +6.7% | +2.8% | +4.0% | +6.5% |
| 30D | +19.6% | +9.8% | +9.8% | +18.6% |
| 3M | +19.7% | -5.2% | +24.9% | +20.2% |
| 6M | +42.7% | +17.3% | +25.4% | +40.6% |
| YTD | +35.1% | +19.3% | +15.8% | +32.7% |
| 1Y | +42.2% | +32.7% | +9.5% | +38.4% |
| 3Y | +140.8% | +141.6% | -0.8% | +125.4% |
| All | +483.3% | +48.6% | +434.7% | +464.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling