+1,494.8%
LLY vs FND
+58.4%
+1,436.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.7% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -5.1% | -23.6% | +18.5% | -2.2% |
| 3M | -2.1% | +4.3% | -6.4% | -2.9% |
| 6M | +13.8% | -20.3% | +34.1% | +16.0% |
| YTD | +5.1% | -21.3% | +26.4% | +7.1% |
| 1Y | +53.1% | -45.4% | +98.5% | +62.1% |
| 3Y | +95.6% | -48.9% | +144.5% | +104.5% |
| 5Y | +361.5% | -61.0% | +422.5% | +384.6% |
| All | +1,494.8% | +58.4% | +1,436.4% | +1,274.7% |
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 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