+92.5%
LLY vs FANG
+45.6%
+46.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -3.2% | +1.2% | -4.4% | -3.3% |
| 30D | -7.4% | +2.4% | -9.8% | -7.7% |
| 3M | -1.0% | +5.1% | -6.1% | -1.6% |
| 6M | +12.5% | +16.4% | -3.9% | +9.9% |
| YTD | +5.0% | +39.0% | -34.0% | +0.1% |
| 1Y | +49.8% | +50.6% | -0.9% | +40.5% |
| All | +92.5% | +45.6% | +46.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling