+132.2%
LLY vs USFR
+14.4%
+117.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | -4.5% | +0.1% | -4.6% | -5.0% |
| 30D | +13.9% | +0.4% | +13.5% | +11.6% |
| 3M | +13.8% | +1.1% | +12.7% | +7.4% |
| 6M | +37.6% | +2.1% | +35.6% | +22.7% |
| YTD | +26.6% | +3.4% | +23.2% | +3.7% |
| 1Y | +45.3% | +4.1% | +41.2% | +14.4% |
| 3Y | +132.2% | +14.4% | +117.8% | +55.1% |
| All | +132.2% | +14.4% | +117.8% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling