+86.0%
LLY vs FIG
-78.3%
+164.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -16.7% | +12.9% | -3.1% |
| 7D | -0.7% | -17.4% | +16.7% | 0.0% |
| 30D | +17.9% | -15.9% | +33.8% | +18.5% |
| 3M | +16.8% | -34.5% | +51.3% | +18.2% |
| 6M | +38.4% | -5.0% | +43.5% | +37.8% |
| YTD | +27.6% | -50.7% | +78.3% | +28.6% |
| 1Y | +48.3% | -58.1% | +106.4% | +50.6% |
| All | +86.0% | -78.3% | +164.3% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling