+1,612.0%
LLY vs FN
+900.0%
+712.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.1% |
| 7D | -2.1% | -1.7% | -0.5% | -2.0% |
| 30D | -1.6% | -22.0% | +20.4% | 0.0% |
| 3M | +2.3% | -43.0% | +45.3% | +6.5% |
| 6M | +14.9% | -27.7% | +42.6% | +15.7% |
| YTD | +7.5% | -10.5% | +18.0% | +5.3% |
| 1Y | +55.7% | +12.5% | +43.2% | +47.9% |
| 3Y | +110.6% | +153.8% | -43.2% | +76.0% |
| 5Y | +363.4% | +288.0% | +75.4% | +259.1% |
| All | +1,612.0% | +900.0% | +712.0% | +1,071.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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