+90.6%
LLY vs FIGR
-35.2%
+125.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.3% | +1.4% |
| 7D | +1.6% | +5.6% | -4.0% | +1.7% |
| 30D | +21.5% | -18.2% | +39.7% | +21.3% |
| 3M | +16.4% | -19.0% | +35.4% | +16.5% |
| 6M | +51.5% | -38.0% | +89.5% | +51.5% |
| YTD | +33.9% | -42.9% | +76.8% | +34.5% |
| 1Y | +49.1% | -37.9% | +87.0% | +49.9% |
| All | +90.6% | -35.2% | +125.7% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling