+361.5%
LLY vs FTI
+1,110.9%
-749.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -5.1% | +12.3% | -17.4% | -5.9% |
| 3M | -2.1% | +13.8% | -15.8% | -3.0% |
| 6M | +13.8% | +24.3% | -10.4% | +11.7% |
| YTD | +5.1% | +75.8% | -70.7% | +0.2% |
| 1Y | +53.1% | +99.6% | -46.5% | +44.3% |
| 3Y | +95.6% | +278.4% | -182.8% | +76.3% |
| 5Y | +361.5% | +1,168.7% | -807.2% | +289.7% |
| All | +361.5% | +1,110.9% | -749.4% | +289.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling