+92.3%
LLY vs FIGR
-29.9%
+122.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.3% |
| 7D | +6.7% | +11.0% | -4.2% | +6.8% |
| 30D | +19.6% | +0.7% | +18.9% | +19.5% |
| 3M | +19.7% | -20.9% | +40.6% | +19.6% |
| 6M | +42.7% | -37.7% | +80.5% | +42.7% |
| YTD | +35.1% | -38.2% | +73.4% | +35.7% |
| 1Y | +42.2% | -27.1% | +69.3% | +42.7% |
| All | +92.3% | -29.9% | +122.2% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling