+443.8%
LLY vs FIX
+933.9%
-490.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.2% |
| 7D | -4.5% | -17.5% | +13.0% | -3.3% |
| 30D | +13.9% | -41.6% | +55.5% | +18.3% |
| 3M | +13.8% | -40.6% | +54.4% | +17.7% |
| 6M | +37.6% | -49.4% | +87.0% | +43.9% |
| YTD | +26.6% | +9.2% | +17.4% | +20.1% |
| 1Y | +45.3% | +6.5% | +38.9% | +38.0% |
| 3Y | +132.2% | +448.7% | -316.5% | +64.1% |
| All | +443.8% | +933.9% | -490.1% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling