+41.1%
LLY vs FIG
-57.2%
+98.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | +2.6% | +2.0% | +4.5% |
| 30D | +22.4% | -13.1% | +35.4% | +22.8% |
| 3M | +17.1% | -20.3% | +37.5% | +17.8% |
| 6M | +44.6% | -2.1% | +46.8% | +43.9% |
| YTD | +33.5% | -49.4% | +82.8% | +28.0% |
| 1Y | +41.1% | -57.0% | +98.1% | +34.1% |
| All | +41.1% | -57.2% | +98.4% | +34.1% |
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 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