+41.1%
LLY vs FIVE
+63.0%
-21.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +4.6% | +2.4% | +2.1% | +4.4% |
| 30D | +22.4% | +15.8% | +6.5% | +21.9% |
| 3M | +17.1% | +3.8% | +13.3% | +17.0% |
| 6M | +44.6% | +18.5% | +26.1% | +43.3% |
| YTD | +33.5% | +31.2% | +2.2% | +29.9% |
| 1Y | +41.1% | +61.8% | -20.7% | +30.0% |
| All | +41.1% | +63.0% | -21.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling