+361.5%
LLY vs USFR
+20.5%
+341.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.1% | +0.3% | -5.4% | -4.8% |
| 3M | -2.1% | +1.0% | -3.0% | -1.0% |
| 6M | +13.8% | +1.9% | +11.9% | +16.1% |
| YTD | +5.1% | +2.7% | +2.4% | +8.1% |
| 1Y | +53.1% | +4.0% | +49.1% | +60.5% |
| 3Y | +95.6% | +14.0% | +81.6% | +166.8% |
| 5Y | +361.5% | +20.4% | +341.1% | +724.3% |
| All | +361.5% | +20.5% | +341.0% | +724.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling