+900.0%
LLY vs FOXA
+86.3%
+813.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -3.1% | -5.4% | +2.3% | -2.5% |
| 30D | -8.6% | +1.1% | -9.8% | -8.8% |
| 3M | -1.6% | -6.1% | +4.5% | -1.3% |
| 6M | +11.8% | +8.2% | +3.6% | +10.2% |
| YTD | +5.1% | -11.8% | +16.9% | +6.2% |
| 1Y | +50.7% | +9.9% | +40.8% | +47.7% |
| 3Y | +95.7% | +110.7% | -15.1% | +76.4% |
| 5Y | +390.2% | +86.9% | +303.2% | +345.3% |
| All | +900.0% | +86.3% | +813.7% | +760.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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