+1,178.5%
LLY vs FOXA
+98.3%
+1,080.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +1.4% | -2.4% | +3.8% | +1.7% |
| 30D | +21.5% | +8.6% | +12.9% | +20.4% |
| 3M | +18.5% | +9.9% | +8.6% | +17.0% |
| 6M | +49.1% | +0.8% | +48.3% | +48.3% |
| YTD | +34.4% | -6.1% | +40.5% | +34.7% |
| 1Y | +46.3% | +3.3% | +43.0% | +44.8% |
| 3Y | +145.5% | +133.5% | +12.0% | +118.6% |
| 5Y | +472.7% | +75.8% | +396.8% | +424.8% |
| All | +1,178.5% | +98.3% | +1,080.1% | +991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling