+57.3%
LLY vs FIG
-52.3%
+109.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.5% |
| 7D | +10.1% | -4.7% | +14.7% | +10.2% |
| 30D | +24.0% | +0.5% | +23.5% | +23.9% |
| 3M | +27.3% | -18.4% | +45.7% | +27.6% |
| 6M | +47.0% | +10.9% | +36.1% | +45.4% |
| YTD | +32.6% | -40.8% | +73.4% | +28.1% |
| 1Y | +57.3% | -51.7% | +109.0% | +53.7% |
| All | +57.3% | -52.3% | +109.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling