+2,006.3%
LLY vs FTV
+113.3%
+1,893.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.6% | +3.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +19.7% | +17.2% | +2.5% | +14.4% |
| 3M | +19.3% | +8.9% | +10.4% | +16.2% |
| 6M | +49.3% | +11.3% | +38.1% | +44.1% |
| YTD | +32.0% | +21.9% | +10.1% | +23.2% |
| 1Y | +53.7% | +31.6% | +22.2% | +40.1% |
| 3Y | +143.7% | +38.1% | +105.7% | +117.4% |
| 5Y | +463.9% | +15.7% | +448.2% | +420.9% |
| 10Y | +2,006.3% | +107.5% | +1,898.9% | +1,530.7% |
| All | +2,006.3% | +113.3% | +1,893.0% | +1,530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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