+523.9%
LLY vs FGI
-70.0%
+593.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.4% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | +21.5% | -3.4% | +24.8% | +21.5% |
| 3M | +16.4% | +61.8% | -45.3% | +15.6% |
| 6M | +51.5% | +17.0% | +34.5% | +50.7% |
| YTD | +33.9% | +31.4% | +2.5% | +32.2% |
| 1Y | +49.1% | +42.7% | +6.4% | +46.6% |
| 3Y | +144.6% | -0.1% | +144.8% | +138.4% |
| All | +523.9% | -70.0% | +593.9% | +520.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling