+3,068.7%
LLY vs FLR
+532.1%
+2,536.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | +5.1% | -3.5% | +1.1% |
| 30D | +21.5% | -0.5% | +21.9% | +21.4% |
| 3M | +16.4% | -3.5% | +19.9% | +16.6% |
| 6M | +51.5% | +16.5% | +35.0% | +47.8% |
| YTD | +33.9% | +27.3% | +6.6% | +28.9% |
| 1Y | +49.1% | +10.6% | +38.5% | +45.5% |
| 3Y | +144.6% | +39.4% | +105.2% | +126.7% |
| 5Y | +466.3% | +126.4% | +339.9% | +388.1% |
| 10Y | +2,024.1% | +8.4% | +2,015.8% | +1,788.2% |
| All | +3,068.7% | +532.1% | +2,536.6% | +2,031.1% |
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