+134.1%
LLY vs FGI
+2.3%
+131.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.8% |
| 7D | -0.7% | -11.6% | +10.9% | -0.6% |
| 30D | +17.9% | -3.3% | +21.2% | +17.9% |
| 3M | +16.8% | +65.6% | -48.8% | +16.2% |
| 6M | +38.4% | -2.8% | +41.2% | +38.2% |
| YTD | +27.6% | +30.1% | -2.5% | +26.4% |
| 1Y | +48.3% | +50.2% | -1.8% | +46.5% |
| All | +134.1% | +2.3% | +131.8% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling