+5,079.1%
LLY vs FIX
+7,433.0%
-2,354.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -11.6% | +7.8% | -2.4% |
| 7D | -0.7% | -27.2% | +26.6% | +2.7% |
| 30D | +17.9% | -46.9% | +64.8% | +26.0% |
| 3M | +16.8% | -44.4% | +61.2% | +23.8% |
| 6M | +38.4% | -50.9% | +89.3% | +47.7% |
| YTD | +27.6% | +3.5% | +24.1% | +23.5% |
| 1Y | +48.3% | -2.1% | +50.5% | +44.3% |
| 3Y | +145.4% | +418.7% | -273.4% | +88.1% |
| 5Y | +438.9% | +894.6% | -455.6% | +276.4% |
| 10Y | +2,101.6% | +3,465.5% | -1,363.9% | +1,178.5% |
| All | +5,079.1% | +7,433.0% | -2,354.0% | +2,359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling