+50.7%
LLY vs FOXA
+8.1%
+42.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | -8.6% | +1.1% | -9.8% | -8.6% |
| 3M | -1.6% | -6.1% | +4.5% | -2.3% |
| 6M | +11.8% | +8.2% | +3.6% | +13.0% |
| YTD | +5.1% | -11.8% | +16.9% | +5.6% |
| 1Y | +50.7% | +9.9% | +40.8% | +54.4% |
| All | +50.7% | +8.1% | +42.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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