+132.2%
LLY vs FIVE
+34.8%
+97.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | +13.9% | +17.7% | -3.8% | +12.1% |
| 3M | +13.8% | +4.0% | +9.8% | +13.1% |
| 6M | +37.6% | +2.6% | +35.0% | +36.7% |
| YTD | +26.6% | +27.6% | -1.0% | +22.4% |
| 1Y | +45.3% | +59.9% | -14.6% | +36.7% |
| 3Y | +132.2% | +35.8% | +96.5% | +98.5% |
| All | +132.2% | +34.8% | +97.4% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling