+1,580.3%
LLY vs FTI
+297.7%
+1,282.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -3.1% | -2.3% | -0.8% | -2.9% |
| 30D | -8.6% | +5.0% | -13.6% | -9.0% |
| 3M | -1.6% | +13.8% | -15.5% | -2.7% |
| 6M | +11.8% | +22.9% | -11.1% | +9.7% |
| YTD | +5.1% | +75.0% | -69.9% | +0.2% |
| 1Y | +50.7% | +96.9% | -46.2% | +42.1% |
| 3Y | +95.7% | +276.7% | -181.0% | +74.4% |
| 5Y | +390.2% | +1,157.0% | -766.8% | +292.8% |
| 10Y | +1,580.3% | +310.7% | +1,269.6% | +1,308.2% |
| All | +1,580.3% | +297.7% | +1,282.6% | +1,308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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