+110.2%
LLY vs FLEX
+431.9%
-321.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -2.1% | -0.9% | -1.3% | -2.1% |
| 30D | -1.6% | -10.1% | +8.5% | -1.4% |
| 3M | +2.3% | -31.3% | +33.6% | +3.4% |
| 6M | +14.9% | +71.3% | -56.4% | +7.9% |
| YTD | +7.5% | +81.2% | -73.8% | -0.3% |
| 1Y | +55.7% | +98.5% | -42.8% | +41.7% |
| All | +110.2% | +431.9% | -321.7% | +80.6% |
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