+2,006.3%
LLY vs FTI
+185.2%
+1,821.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | +0.1% | -4.3% | +4.4% | +0.4% |
| 30D | +19.7% | -8.0% | +27.8% | +20.3% |
| 3M | +19.3% | -8.0% | +27.3% | +19.7% |
| 6M | +49.3% | -8.7% | +58.0% | +49.8% |
| YTD | +32.0% | +43.9% | -11.9% | +27.4% |
| 1Y | +53.7% | +49.8% | +3.9% | +47.9% |
| 3Y | +143.7% | +211.7% | -67.9% | +120.4% |
| 5Y | +463.9% | +781.6% | -317.7% | +365.2% |
| 10Y | +2,006.3% | +180.2% | +1,826.2% | +1,685.5% |
| All | +2,006.3% | +185.2% | +1,821.2% | +1,685.5% |
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