+56.6%
LLY vs FIG
-71.6%
+128.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.7% |
| 7D | -2.1% | -16.3% | +14.2% | -1.6% |
| 30D | -1.6% | -14.3% | +12.7% | -1.3% |
| 3M | +2.3% | +7.2% | -4.9% | +1.4% |
| 6M | +14.9% | -18.6% | +33.5% | +14.3% |
| YTD | +7.5% | -35.5% | +42.9% | +7.4% |
| 1Y | +55.7% | -55.8% | +111.5% | +58.0% |
| All | +56.6% | -71.6% | +128.3% | +67.5% |
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