+132.2%
LLY vs FLEX
+254.3%
-122.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.3% | -0.9% |
| 7D | -4.5% | -19.3% | +14.8% | -4.2% |
| 30D | +13.9% | -41.5% | +55.4% | +14.9% |
| 3M | +13.8% | -43.1% | +56.9% | +14.8% |
| 6M | +37.6% | -48.2% | +85.8% | +38.6% |
| YTD | +26.6% | +15.5% | +11.1% | +17.3% |
| 1Y | +45.3% | +10.2% | +35.1% | +35.2% |
| 3Y | +132.2% | +256.8% | -124.6% | +89.4% |
| All | +132.2% | +254.3% | -122.1% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling