+361.5%
LLY vs FLR
+248.0%
+113.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -5.1% | -0.7% | -4.4% | -5.1% |
| 3M | -2.1% | +14.3% | -16.4% | -3.1% |
| 6M | +13.8% | +25.6% | -11.8% | +11.9% |
| YTD | +5.1% | +42.9% | -37.8% | +2.3% |
| 1Y | +53.1% | +38.7% | +14.4% | +49.0% |
| 3Y | +95.6% | +61.8% | +33.9% | +82.0% |
| 5Y | +361.5% | +254.1% | +107.4% | +308.7% |
| All | +361.5% | +248.0% | +113.5% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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