+489.8%
LLY vs FGI
-70.6%
+560.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -4.5% | -7.0% | +2.5% | -4.4% |
| 30D | +13.9% | -4.2% | +18.1% | +13.9% |
| 3M | +13.8% | +55.6% | -41.8% | +12.9% |
| 6M | +37.6% | -3.2% | +40.8% | +37.1% |
| YTD | +26.6% | +29.1% | -2.5% | +25.0% |
| 1Y | +45.3% | +51.0% | -5.6% | +42.8% |
| 3Y | +132.2% | +1.5% | +130.7% | +126.1% |
| All | +489.8% | -70.6% | +560.3% | +486.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling