+95.6%
LLY vs FOXA
+118.5%
-22.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | -5.1% | +2.3% | -7.4% | -5.3% |
| 3M | -2.1% | -2.8% | +0.8% | -2.1% |
| 6M | +13.8% | +9.6% | +4.2% | +12.8% |
| YTD | +5.1% | -9.9% | +15.0% | +6.3% |
| 1Y | +53.1% | +5.4% | +47.7% | +51.7% |
| 3Y | +95.6% | +115.3% | -19.6% | +103.8% |
| All | +95.6% | +118.5% | -22.8% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling