+87.9%
LLY vs FIGR
-31.9%
+119.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.9% | -3.6% | +4.3% |
| 7D | +0.1% | +12.5% | -12.5% | +0.1% |
| 30D | +19.7% | -14.1% | +33.8% | +19.6% |
| 3M | +19.3% | -14.3% | +33.6% | +19.4% |
| 6M | +49.3% | -34.8% | +84.2% | +49.4% |
| YTD | +32.0% | -40.0% | +72.0% | +32.6% |
| 1Y | +53.7% | -32.9% | +86.6% | +54.5% |
| All | +87.9% | -31.9% | +119.8% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling