+42.2%
LLY vs FN
-25.5%
+67.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.1% |
| 7D | +6.7% | +0.3% | +6.5% | +6.8% |
| 30D | +19.6% | -16.5% | +36.1% | +19.1% |
| 3M | +19.7% | -42.1% | +61.8% | +18.5% |
| 6M | +42.7% | -52.9% | +95.6% | +43.0% |
| YTD | +35.1% | -28.0% | +63.1% | +32.9% |
| 1Y | +42.2% | -18.5% | +60.7% | +40.0% |
| All | +42.2% | -25.5% | +67.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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