+46.3%
LLY vs FIX
+21.5%
+24.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +0.5% |
| 7D | +1.4% | +6.4% | -5.1% | +1.6% |
| 30D | +21.5% | -29.1% | +50.6% | +18.9% |
| 3M | +18.5% | -31.1% | +49.6% | +15.7% |
| 6M | +49.1% | -42.8% | +91.9% | +46.3% |
| YTD | +34.4% | +24.6% | +9.7% | +31.5% |
| 1Y | +46.3% | +21.9% | +24.4% | +42.6% |
| All | +46.3% | +21.5% | +24.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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