+483.3%
LLY vs FIVE
+16.7%
+466.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.7% | +2.7% | +4.1% | +6.5% |
| 30D | +19.6% | +12.7% | +6.9% | +18.1% |
| 3M | +19.7% | +2.1% | +17.7% | +19.3% |
| 6M | +42.7% | +17.5% | +25.3% | +39.7% |
| YTD | +35.1% | +31.0% | +4.2% | +30.3% |
| 1Y | +42.2% | +67.7% | -25.6% | +33.3% |
| 3Y | +140.8% | +43.4% | +97.4% | +116.9% |
| All | +483.3% | +16.7% | +466.6% | +415.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling