+2,442.8%
LLY vs FLR
+603.8%
+1,839.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -2.1% | +5.4% | -7.6% | -2.7% |
| 30D | -1.6% | +11.4% | -13.0% | -3.0% |
| 3M | +2.3% | +11.4% | -9.1% | +0.6% |
| 6M | +14.9% | +16.6% | -1.7% | +12.1% |
| YTD | +7.5% | +41.7% | -34.2% | +2.5% |
| 1Y | +55.7% | +35.4% | +20.3% | +48.7% |
| 3Y | +110.6% | +57.3% | +53.3% | +92.8% |
| 5Y | +363.4% | +241.0% | +122.4% | +281.0% |
| 10Y | +1,649.0% | +16.6% | +1,632.3% | +1,444.9% |
| All | +2,442.8% | +603.8% | +1,839.0% | +1,594.5% |
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