+57.3%
LLY vs FND
-10.3%
+67.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | -1.1% |
| 7D | +10.1% | +12.3% | -2.3% | +7.9% |
| 30D | +24.0% | +14.7% | +9.3% | +21.1% |
| 3M | +27.3% | -12.0% | +39.3% | +28.8% |
| 6M | +47.0% | +10.8% | +36.2% | +42.6% |
| YTD | +32.6% | -12.3% | +44.9% | +35.7% |
| 1Y | +57.3% | -13.4% | +70.7% | +61.7% |
| All | +57.3% | -10.3% | +67.6% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling