+3,382.2%
LLY vs FTI
+1,731.3%
+1,650.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +1.6% | -3.3% | +4.9% | +2.0% |
| 30D | +21.5% | -7.2% | +28.7% | +22.4% |
| 3M | +16.4% | -12.9% | +29.3% | +18.1% |
| 6M | +51.5% | -7.9% | +59.4% | +52.2% |
| YTD | +33.9% | +45.2% | -11.2% | +26.3% |
| 1Y | +49.1% | +48.1% | +1.0% | +40.2% |
| 3Y | +144.6% | +205.0% | -60.4% | +106.6% |
| 5Y | +466.3% | +838.8% | -372.5% | +298.9% |
| 10Y | +2,024.1% | +174.8% | +1,849.4% | +1,540.4% |
| All | +3,382.2% | +1,731.3% | +1,650.9% | +1,749.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling