+134.1%
LLY vs FICO
-24.0%
+158.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +17.9% | +1.7% | +16.2% | +17.3% |
| 3M | +16.8% | -35.2% | +52.0% | +23.0% |
| 6M | +38.4% | -33.7% | +72.1% | +44.7% |
| YTD | +27.6% | -58.2% | +85.8% | +44.1% |
| 1Y | +48.3% | -56.6% | +104.9% | +66.1% |
| All | +134.1% | -24.0% | +158.0% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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