+2,060.2%
LLY vs FN
+663.9%
+1,396.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.2% | +10.5% | -2.7% |
| 7D | -0.7% | -16.0% | +15.3% | +0.5% |
| 30D | +17.9% | -40.1% | +58.0% | +22.2% |
| 3M | +16.8% | -43.9% | +60.7% | +21.0% |
| 6M | +38.4% | -55.6% | +94.1% | +45.3% |
| YTD | +27.6% | -35.7% | +63.3% | +27.5% |
| 1Y | +48.3% | -39.8% | +88.2% | +48.7% |
| 3Y | +145.4% | +80.3% | +65.1% | +110.0% |
| 5Y | +438.9% | +143.3% | +295.6% | +335.4% |
| All | +2,060.2% | +663.9% | +1,396.3% | +1,436.9% |
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