+37.6%
LLY vs FPS
-55.1%
+92.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.0% | -7.8% | -0.4% |
| 7D | -4.5% | -24.5% | +20.0% | -6.1% |
| 30D | +13.9% | -52.1% | +66.0% | +8.5% |
| 3M | +13.8% | -48.4% | +62.1% | +9.2% |
| 6M | +37.6% | -54.4% | +92.0% | +32.3% |
| All | +37.6% | -55.1% | +92.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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