+57.3%
LLY vs FIGR
-41.8%
+99.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.7% |
| 7D | +10.1% | -1.3% | +11.4% | +10.1% |
| 30D | +24.0% | -17.6% | +41.7% | +23.7% |
| 3M | +27.3% | -16.7% | +44.0% | +27.4% |
| 6M | +47.0% | -36.1% | +83.1% | +46.8% |
| YTD | +32.6% | -43.6% | +76.2% | +34.5% |
| 1Y | +57.3% | -39.8% | +97.2% | +61.2% |
| All | +57.3% | -41.8% | +99.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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