+55.7%
LLY vs FLEX
+102.8%
-47.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.8% |
| 7D | -2.1% | -0.9% | -1.3% | -2.2% |
| 30D | -1.6% | -10.1% | +8.5% | -2.2% |
| 3M | +2.3% | -31.3% | +33.6% | +0.6% |
| 6M | +14.9% | +71.3% | -56.4% | +18.0% |
| YTD | +7.5% | +81.2% | -73.8% | +10.1% |
| 1Y | +55.7% | +98.5% | -42.8% | +56.2% |
| All | +55.7% | +102.8% | -47.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling