+110.2%
LLY vs FICO
+4.8%
+105.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +1.8% |
| 7D | -2.1% | -19.2% | +17.0% | +1.0% |
| 30D | -1.6% | -14.6% | +13.0% | +0.5% |
| 3M | +2.3% | -20.1% | +22.4% | +5.4% |
| 6M | +14.9% | -36.3% | +51.2% | +22.6% |
| YTD | +7.5% | -44.9% | +52.3% | +17.6% |
| 1Y | +55.7% | -38.6% | +94.3% | +65.4% |
| All | +110.2% | +4.8% | +105.4% | +112.9% |
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