+1,950.8%
LLY vs FND
+57.9%
+1,892.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +6.7% | -6.8% | +13.6% | +7.6% |
| 30D | +19.6% | +8.0% | +11.6% | +18.4% |
| 3M | +19.7% | -18.9% | +38.6% | +22.3% |
| 6M | +42.7% | +4.7% | +38.0% | +41.0% |
| YTD | +35.1% | -21.6% | +56.7% | +37.5% |
| 1Y | +42.2% | -22.0% | +64.2% | +44.7% |
| 3Y | +140.8% | -40.4% | +181.2% | +147.0% |
| 5Y | +480.6% | -63.8% | +544.4% | +514.7% |
| All | +1,950.8% | +57.9% | +1,892.9% | +1,665.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling