+2,043.2%
LLY vs FN
+753.0%
+1,290.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -1.6% |
| 7D | -4.5% | 0.0% | -4.4% | -4.7% |
| 30D | +13.9% | -34.3% | +48.2% | +17.2% |
| 3M | +13.8% | -39.9% | +53.6% | +17.2% |
| 6M | +37.6% | -51.8% | +89.4% | +43.6% |
| YTD | +26.6% | -28.1% | +54.7% | +25.4% |
| 1Y | +45.3% | -29.1% | +74.4% | +43.6% |
| 3Y | +132.2% | +102.4% | +29.8% | +96.9% |
| 5Y | +434.7% | +171.7% | +263.0% | +328.2% |
| All | +2,043.2% | +753.0% | +1,290.2% | +1,411.5% |
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