+2,638.9%
LLY vs USFR
+27.5%
+2,611.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | +0.3% | -1.9% | -1.7% |
| 3M | +2.3% | +1.0% | +1.3% | +1.9% |
| 6M | +14.9% | +1.9% | +12.9% | +14.0% |
| YTD | +7.5% | +2.6% | +4.9% | +6.4% |
| 1Y | +55.7% | +4.0% | +51.7% | +53.4% |
| 3Y | +110.6% | +14.1% | +96.5% | +100.9% |
| 5Y | +363.4% | +20.4% | +343.0% | +333.8% |
| 10Y | +1,649.0% | +28.0% | +1,621.0% | +1,497.2% |
| All | +2,638.9% | +27.5% | +2,611.4% | +2,522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling