+3,313.1%
LLY vs USFR
+28.6%
+3,284.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +21.5% | +0.4% | +21.1% | +21.3% |
| 3M | +16.4% | +1.1% | +15.4% | +16.0% |
| 6M | +51.5% | +2.1% | +49.4% | +50.3% |
| YTD | +33.9% | +3.4% | +30.5% | +32.2% |
| 1Y | +49.1% | +4.1% | +45.0% | +46.8% |
| 3Y | +144.6% | +14.4% | +130.2% | +133.1% |
| 5Y | +466.3% | +21.4% | +444.9% | +428.5% |
| 10Y | +2,024.1% | +28.5% | +1,995.6% | +1,835.8% |
| All | +3,313.1% | +28.6% | +3,284.6% | +3,157.5% |
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 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