+38.4%
LLY vs FN
-54.4%
+92.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.2% | +10.5% | -5.0% |
| 7D | -0.7% | -16.0% | +15.3% | -2.0% |
| 30D | +17.9% | -40.1% | +58.0% | +12.7% |
| 3M | +16.8% | -43.9% | +60.7% | +11.3% |
| 6M | +38.4% | -55.6% | +94.1% | +32.8% |
| All | +38.4% | -54.4% | +92.9% | +32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling