+6,125.5%
LLY vs FN
+3,020.0%
+3,105.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.0% |
| 7D | +10.1% | -7.0% | +17.1% | +10.4% |
| 30D | +24.0% | -24.7% | +48.8% | +26.1% |
| 3M | +27.3% | -35.7% | +62.9% | +30.3% |
| 6M | +47.0% | -52.4% | +99.4% | +52.9% |
| YTD | +32.6% | -25.0% | +57.5% | +31.6% |
| 1Y | +57.3% | -25.7% | +83.0% | +55.9% |
| 3Y | +154.9% | +110.2% | +44.7% | +125.0% |
| 5Y | +447.5% | +192.3% | +255.2% | +363.0% |
| 10Y | +2,187.5% | +812.3% | +1,375.3% | +1,644.6% |
| All | +6,125.5% | +3,020.0% | +3,105.5% | +4,226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling