+2,138.3%
LLY vs FTAI
+2,364.0%
-225.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.0% | -11.8% | -1.7% |
| 7D | -4.5% | -3.7% | -0.7% | -4.3% |
| 30D | +13.9% | +3.1% | +10.8% | +13.3% |
| 3M | +13.8% | -18.3% | +32.1% | +15.1% |
| 6M | +37.6% | -36.6% | +74.2% | +41.8% |
| YTD | +26.6% | -7.9% | +34.5% | +25.2% |
| 1Y | +45.3% | +12.0% | +33.4% | +40.9% |
| 3Y | +132.2% | +361.5% | -229.3% | +95.0% |
| 5Y | +434.7% | +819.9% | -385.2% | +319.7% |
| 10Y | +2,084.3% | +2,737.4% | -653.1% | +1,530.8% |
| All | +2,138.3% | +2,364.0% | -225.7% | +1,577.1% |
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