+438.9%
LLY vs FIX
+929.6%
-490.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -11.6% | +7.8% | -2.9% |
| 7D | -0.7% | -27.2% | +26.6% | +1.5% |
| 30D | +17.9% | -46.9% | +64.8% | +23.4% |
| 3M | +16.8% | -44.4% | +61.2% | +21.5% |
| 6M | +38.4% | -50.9% | +89.3% | +45.0% |
| YTD | +27.6% | +3.5% | +24.1% | +21.5% |
| 1Y | +48.3% | -2.1% | +50.5% | +42.0% |
| 3Y | +145.4% | +418.7% | -273.4% | +74.2% |
| 5Y | +438.9% | +894.6% | -455.6% | +221.0% |
| All | +438.9% | +929.6% | -490.7% | +221.0% |
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