+922.3%
LLY vs FOXA
+90.8%
+831.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | -2.1% | -4.0% | +1.8% | -1.7% |
| 30D | -1.6% | +12.0% | -13.6% | -3.0% |
| 3M | +2.3% | +0.3% | +2.0% | +1.9% |
| 6M | +14.9% | +12.5% | +2.4% | +12.7% |
| YTD | +7.5% | -9.6% | +17.1% | +8.3% |
| 1Y | +55.7% | +8.6% | +47.1% | +52.8% |
| 3Y | +110.6% | +118.5% | -7.9% | +89.1% |
| 5Y | +363.4% | +88.8% | +274.7% | +320.6% |
| All | +922.3% | +90.8% | +831.5% | +776.9% |
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