+5,891.6%
LLY vs FN
+2,575.5%
+3,316.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.2% | +10.5% | -2.8% |
| 7D | -0.7% | -16.0% | +15.3% | +0.4% |
| 30D | +17.9% | -40.1% | +58.0% | +21.8% |
| 3M | +16.8% | -43.9% | +60.7% | +20.6% |
| 6M | +38.4% | -55.6% | +94.1% | +44.5% |
| YTD | +27.6% | -35.7% | +63.3% | +28.0% |
| 1Y | +48.3% | -39.8% | +88.2% | +49.2% |
| 3Y | +145.4% | +80.3% | +65.1% | +118.8% |
| 5Y | +438.9% | +143.3% | +295.6% | +361.5% |
| 10Y | +2,101.6% | +682.3% | +1,419.3% | +1,596.3% |
| All | +5,891.6% | +2,575.5% | +3,316.1% | +4,106.8% |
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