+2,077.5%
LLY vs FIVE
+504.2%
+1,573.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +6.6% | +2.7% | +4.0% | +6.3% |
| 30D | +19.4% | +12.7% | +6.8% | +17.7% |
| 3M | +19.6% | +2.1% | +17.5% | +19.1% |
| 6M | +42.6% | +17.5% | +25.1% | +39.0% |
| YTD | +35.0% | +31.0% | +4.0% | +29.4% |
| 1Y | +42.0% | +67.7% | -25.7% | +31.9% |
| 3Y | +140.5% | +43.4% | +97.1% | +118.3% |
| 5Y | +479.9% | +18.1% | +461.8% | +427.4% |
| All | +2,077.5% | +504.2% | +1,573.3% | +1,522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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