+438.9%
LLY vs FN
+148.3%
+290.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.2% | +10.5% | -3.0% |
| 7D | -0.7% | -16.0% | +15.3% | +0.1% |
| 30D | +17.9% | -40.1% | +58.0% | +20.8% |
| 3M | +16.8% | -43.9% | +60.7% | +19.7% |
| 6M | +38.4% | -55.6% | +94.1% | +43.5% |
| YTD | +27.6% | -35.7% | +63.3% | +26.8% |
| 1Y | +48.3% | -39.8% | +88.2% | +47.8% |
| 3Y | +145.4% | +80.3% | +65.1% | +112.2% |
| 5Y | +438.9% | +143.3% | +295.6% | +330.3% |
| All | +438.9% | +148.3% | +290.6% | +330.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling