+400.6%
LLY vs FGI
-70.4%
+471.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -1.6% | +65.4% | -67.0% | -2.3% |
| 3M | +2.3% | +23.5% | -21.2% | +1.8% |
| 6M | +14.9% | +60.5% | -45.6% | +13.2% |
| YTD | +7.5% | +30.0% | -22.5% | +6.1% |
| 1Y | +55.7% | +82.1% | -26.4% | +51.4% |
| 3Y | +110.6% | -4.4% | +115.0% | +105.5% |
| All | +400.6% | -70.4% | +471.0% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling