+45.8%
LLY vs FGI
+41.8%
+4.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.4% |
| 7D | +1.6% | -4.1% | +5.7% | +1.6% |
| 30D | +21.5% | -3.4% | +24.8% | +21.4% |
| 3M | +16.4% | +61.8% | -45.3% | +16.3% |
| 6M | +51.5% | +17.0% | +34.5% | +51.7% |
| YTD | +33.9% | +31.4% | +2.5% | +32.1% |
| All | +45.8% | +41.8% | +4.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling