+2,080.1%
LLY vs USFR
+28.6%
+2,051.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +6.7% | +0.1% | +6.7% | +6.7% |
| 30D | +19.6% | +0.4% | +19.2% | +19.3% |
| 3M | +19.7% | +1.1% | +18.7% | +18.8% |
| 6M | +42.7% | +2.0% | +40.7% | +40.7% |
| YTD | +35.1% | +3.5% | +31.7% | +31.8% |
| 1Y | +42.2% | +4.1% | +38.1% | +38.1% |
| 3Y | +140.8% | +14.4% | +126.4% | +121.7% |
| 5Y | +480.6% | +21.4% | +459.2% | +414.6% |
| All | +2,080.1% | +28.6% | +2,051.6% | +1,655.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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