+2,006.3%
LLY vs USFR
+28.5%
+1,977.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +19.7% | +0.4% | +19.4% | +19.4% |
| 3M | +19.3% | +1.1% | +18.2% | +18.3% |
| 6M | +49.3% | +2.0% | +47.3% | +47.2% |
| YTD | +32.0% | +3.4% | +28.6% | +28.8% |
| 1Y | +53.7% | +4.1% | +49.6% | +49.3% |
| 3Y | +143.7% | +14.3% | +129.4% | +124.4% |
| 5Y | +463.9% | +21.3% | +442.6% | +400.0% |
| 10Y | +2,006.3% | +28.5% | +1,977.9% | +1,593.5% |
| All | +2,006.3% | +28.5% | +1,977.9% | +1,593.5% |
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