+3,126.6%
LLY vs USFR
+28.5%
+3,098.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +13.9% | +0.4% | +13.5% | +13.7% |
| 3M | +13.8% | +1.1% | +12.7% | +13.3% |
| 6M | +37.6% | +2.1% | +35.6% | +36.5% |
| YTD | +26.6% | +3.4% | +23.2% | +25.0% |
| 1Y | +45.3% | +4.1% | +41.2% | +43.1% |
| 3Y | +132.2% | +14.4% | +117.8% | +121.3% |
| 5Y | +434.7% | +21.3% | +413.3% | +399.0% |
| 10Y | +2,084.3% | +28.5% | +2,055.8% | +1,891.0% |
| All | +3,126.6% | +28.5% | +3,098.0% | +2,980.0% |
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