+2,895.5%
LLY vs FLR
+482.5%
+2,413.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.1% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | +13.9% | -9.1% | +23.0% | +14.9% |
| 3M | +13.8% | -4.7% | +18.4% | +13.8% |
| 6M | +37.6% | -14.2% | +51.9% | +38.5% |
| YTD | +26.6% | +17.3% | +9.3% | +22.9% |
| 1Y | +45.3% | +4.3% | +41.1% | +42.7% |
| 3Y | +132.2% | +30.7% | +101.5% | +116.6% |
| 5Y | +434.7% | +101.3% | +333.4% | +366.5% |
| 10Y | +2,084.3% | +12.4% | +2,071.9% | +1,814.5% |
| All | +2,895.5% | +482.5% | +2,413.0% | +1,931.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling