+1,545.2%
LLY vs FLEX
+1,059.7%
+485.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.5% |
| 7D | -3.1% | +7.0% | -10.1% | -3.6% |
| 30D | -5.1% | -5.8% | +0.7% | -4.8% |
| 3M | -2.1% | -24.2% | +22.2% | -0.6% |
| 6M | +13.8% | +90.8% | -77.0% | +4.9% |
| YTD | +5.1% | +89.2% | -84.1% | -3.6% |
| 1Y | +53.1% | +104.7% | -51.6% | +38.7% |
| 3Y | +95.6% | +478.1% | -382.5% | +56.2% |
| 5Y | +361.5% | +726.2% | -364.7% | +250.1% |
| 10Y | +1,545.2% | +1,060.6% | +484.6% | +1,052.1% |
| All | +1,545.2% | +1,059.7% | +485.5% | +1,052.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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