+134.1%
LLY vs FIVE
+35.4%
+98.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.3% |
| 7D | -0.7% | -1.7% | +1.1% | -0.5% |
| 30D | +17.9% | +14.9% | +3.0% | +16.3% |
| 3M | +16.8% | +7.6% | +9.2% | +15.8% |
| 6M | +38.4% | +6.4% | +32.0% | +37.0% |
| YTD | +27.6% | +28.1% | -0.5% | +23.3% |
| 1Y | +48.3% | +54.7% | -6.4% | +40.1% |
| All | +134.1% | +35.4% | +98.7% | +99.9% |
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