+1,800.0%
LLY vs FTAI
+2,582.9%
-782.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -1.6% | -12.1% | +10.5% | -0.6% |
| 3M | +2.3% | -21.3% | +23.6% | +3.9% |
| 6M | +14.9% | -30.2% | +45.1% | +17.3% |
| YTD | +7.5% | +0.3% | +7.2% | +5.9% |
| 1Y | +55.7% | +27.2% | +28.5% | +49.7% |
| 3Y | +110.6% | +443.9% | -333.3% | +75.1% |
| 5Y | +363.4% | +853.5% | -490.1% | +263.6% |
| 10Y | +1,649.0% | +3,169.1% | -1,520.1% | +1,194.7% |
| All | +1,800.0% | +2,582.9% | -782.8% | +1,319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 all: compounded portfolio wealth divided by compounded FTAI 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…
all analysis · Full analysis span regression · 6 months rolling