+414.7%
LLY vs FRSH
-72.6%
+487.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -3.2% | -11.2% | +8.0% | -2.3% |
| 30D | -7.4% | -0.8% | -6.6% | -7.4% |
| 3M | -1.0% | +26.4% | -27.4% | -2.9% |
| 6M | +12.5% | +48.4% | -35.9% | +8.7% |
| YTD | +5.0% | -3.1% | +8.1% | +4.7% |
| 1Y | +49.8% | -8.7% | +58.4% | +49.9% |
| 3Y | +95.5% | -45.8% | +141.3% | +99.7% |
| All | +414.7% | -72.6% | +487.3% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling