+45.3%
LLY vs FIG
-58.9%
+104.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -4.5% | -13.1% | +8.6% | -4.0% |
| 30D | +13.9% | -13.0% | +26.9% | +14.4% |
| 3M | +13.8% | -21.5% | +35.3% | +14.5% |
| 6M | +37.6% | -2.5% | +40.1% | +36.8% |
| YTD | +26.6% | -49.7% | +76.3% | +22.8% |
| 1Y | +45.3% | -59.1% | +104.4% | +41.3% |
| All | +45.3% | -58.9% | +104.3% | +41.3% |
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