+53.2%
LLY vs FIG
-73.2%
+126.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.7% | +3.5% | -2.0% |
| 7D | -3.1% | -16.4% | +13.2% | -2.6% |
| 30D | -5.1% | -2.3% | -2.8% | -5.1% |
| 3M | -2.1% | +7.8% | -9.9% | -2.8% |
| 6M | +13.8% | -21.8% | +35.7% | +13.5% |
| YTD | +5.1% | -39.1% | +44.2% | +5.2% |
| 1Y | +53.1% | -56.6% | +109.8% | +55.3% |
| All | +53.2% | -73.2% | +126.4% | +64.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling