+364.2%
LLY vs FLNC
-67.0%
+431.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -8.9% | -2.3% |
| 7D | -3.1% | +6.0% | -9.1% | -3.2% |
| 30D | -5.1% | -16.3% | +11.3% | -4.8% |
| 3M | -2.1% | -54.1% | +52.1% | -0.8% |
| 6M | +13.8% | -25.3% | +39.2% | +13.2% |
| YTD | +5.1% | -44.2% | +49.3% | +5.0% |
| 1Y | +53.1% | +53.1% | 0.0% | +47.5% |
| 3Y | +95.6% | -58.3% | +153.9% | +89.5% |
| All | +364.2% | -67.0% | +431.3% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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