+1,903.5%
LLY vs FND
+76.3%
+1,827.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.8% |
| 7D | +0.1% | +8.5% | -8.5% | -0.9% |
| 30D | +19.7% | +17.2% | +2.5% | +17.5% |
| 3M | +19.3% | -14.9% | +34.2% | +21.1% |
| 6M | +49.3% | +3.1% | +46.2% | +47.8% |
| YTD | +32.0% | -12.4% | +44.4% | +32.7% |
| 1Y | +53.7% | -10.0% | +63.7% | +53.9% |
| 3Y | +143.7% | -31.3% | +175.1% | +146.0% |
| 5Y | +463.9% | -60.3% | +524.2% | +490.8% |
| All | +1,903.5% | +76.3% | +1,827.2% | +1,603.2% |
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