+143.7%
LLY vs FTI
+210.5%
-66.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.4% |
| 3M | +19.3% | -8.0% | +27.3% | +19.6% |
| 6M | +49.3% | -8.7% | +58.0% | +49.6% |
| YTD | +32.0% | +43.9% | -11.9% | +22.1% |
| 1Y | +53.7% | +49.8% | +3.9% | +41.1% |
| 3Y | +143.7% | +211.7% | -67.9% | +99.4% |
| All | +143.7% | +210.5% | -66.8% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling