+50.7%
LLY vs FLR
+33.3%
+17.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -3.1% | -3.1% | 0.0% | -3.1% |
| 30D | -8.6% | +4.9% | -13.6% | -8.6% |
| 3M | -1.6% | +10.8% | -12.5% | -1.9% |
| 6M | +11.8% | +19.7% | -7.8% | +11.6% |
| YTD | +5.1% | +38.4% | -33.2% | +5.2% |
| 1Y | +50.7% | +34.7% | +16.0% | +50.0% |
| All | +50.7% | +33.3% | +17.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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