+4,261.8%
LLY vs FIX
+12,471.5%
-8,209.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -2.1% | +6.0% | -8.2% | -2.8% |
| 30D | -1.6% | -7.2% | +5.6% | -0.9% |
| 3M | +2.3% | -15.9% | +18.1% | +3.5% |
| 6M | +14.9% | +12.7% | +2.1% | +11.9% |
| YTD | +7.5% | +72.8% | -65.3% | -1.1% |
| 1Y | +55.7% | +122.9% | -67.2% | +38.0% |
| 3Y | +110.6% | +774.3% | -663.7% | +52.9% |
| 5Y | +363.4% | +2,049.5% | -1,686.1% | +197.7% |
| 10Y | +1,649.0% | +5,821.5% | -4,172.5% | +863.9% |
| All | +4,261.8% | +12,471.5% | -8,209.7% | +1,868.6% |
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 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