+1,545.2%
LLY vs FTV
+77.3%
+1,467.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -5.1% | -8.3% | +3.2% | -2.7% |
| 3M | -2.1% | -7.4% | +5.3% | -0.2% |
| 6M | +13.8% | -1.2% | +15.1% | +13.4% |
| YTD | +5.1% | +2.7% | +2.4% | +3.1% |
| 1Y | +53.1% | +18.4% | +34.7% | +43.8% |
| 3Y | +95.6% | -2.0% | +97.7% | +92.5% |
| 5Y | +361.5% | +3.4% | +358.1% | +340.6% |
| 10Y | +1,545.2% | +78.5% | +1,466.7% | +1,277.7% |
| All | +1,545.2% | +77.3% | +1,467.9% | +1,277.7% |
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