+1,279.3%
JLL vs SPY
+1,254.5%
+24.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -2.9% | +0.1% | -3.0% | -2.9% |
| 3M | +21.2% | +2.0% | +19.2% | +18.2% |
| 6M | +16.5% | +13.0% | +3.5% | +0.8% |
| YTD | +7.7% | +13.5% | -5.8% | -7.1% |
| 1Y | +17.8% | +20.0% | -2.2% | -4.7% |
| 3Y | +106.2% | +77.2% | +29.0% | +7.5% |
| 5Y | +48.5% | +81.9% | -33.4% | -23.3% |
| 10Y | +209.4% | +314.1% | -104.6% | -35.6% |
| All | +1,279.3% | +1,254.5% | +24.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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