+1,530.9%
LLY vs FND
+66.0%
+1,464.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +2.3% | +2.7% | -0.4% | +1.5% |
| 6M | +14.9% | -21.7% | +36.6% | +17.3% |
| YTD | +7.5% | -17.5% | +25.0% | +8.9% |
| 1Y | +55.7% | -39.3% | +95.0% | +62.8% |
| 3Y | +110.6% | -49.8% | +160.4% | +120.6% |
| 5Y | +363.4% | -60.1% | +423.5% | +385.3% |
| All | +1,530.9% | +66.0% | +1,464.9% | +1,298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling