+45.3%
LLY vs F
-0.9%
+46.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.5% | +1.6% | -6.0% | -4.7% |
| 30D | +13.9% | +2.6% | +11.3% | +13.4% |
| 3M | +13.8% | -8.8% | +22.6% | +15.1% |
| 6M | +37.6% | +4.6% | +33.0% | +36.1% |
| YTD | +26.6% | -1.9% | +28.5% | +24.7% |
| 1Y | +45.3% | -0.8% | +46.1% | +42.7% |
| All | +45.3% | -0.9% | +46.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling