+134.1%
LLY vs FIX
+420.3%
-286.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -11.6% | +7.8% | -3.2% |
| 7D | -0.7% | -27.2% | +26.6% | +0.8% |
| 30D | +17.9% | -46.9% | +64.8% | +21.5% |
| 3M | +16.8% | -44.4% | +61.2% | +19.9% |
| 6M | +38.4% | -50.9% | +89.3% | +43.0% |
| YTD | +27.6% | +3.5% | +24.1% | +21.6% |
| 1Y | +48.3% | -2.1% | +50.5% | +42.0% |
| All | +134.1% | +420.3% | -286.2% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling