+132.2%
LLY vs FND
-36.7%
+169.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | +7.7% | -12.2% | -5.3% |
| 30D | +13.9% | +11.9% | +2.1% | +12.3% |
| 3M | +13.8% | -14.6% | +28.3% | +15.3% |
| 6M | +37.6% | +0.5% | +37.2% | +36.6% |
| YTD | +26.6% | -15.8% | +42.4% | +27.9% |
| 1Y | +45.3% | -12.9% | +58.3% | +46.4% |
| 3Y | +132.2% | -34.2% | +166.4% | +138.2% |
| All | +132.2% | -36.7% | +169.0% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling