+372.0%
LLY vs FND
-60.2%
+432.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -2.1% | -5.2% | +3.1% | -1.6% |
| 30D | -1.6% | -19.9% | +18.3% | +0.6% |
| 3M | +2.3% | +2.7% | -0.4% | +1.6% |
| 6M | +14.9% | -21.7% | +36.6% | +17.2% |
| YTD | +7.5% | -17.5% | +25.0% | +8.9% |
| 1Y | +55.7% | -39.3% | +95.0% | +62.5% |
| 3Y | +110.6% | -49.8% | +160.4% | +119.4% |
| All | +372.0% | -60.2% | +432.2% | +401.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling