+1,311.4%
JLL vs SPY
+1,196.3%
+115.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | +3.1% | -2.7% | +5.8% | +6.3% |
| 30D | +25.0% | -5.4% | +30.4% | +33.0% |
| 3M | +2.0% | -4.1% | +6.0% | +6.8% |
| 6M | +13.9% | +0.7% | +13.2% | +12.4% |
| YTD | +10.2% | +8.7% | +1.5% | -0.2% |
| 1Y | +28.7% | +10.9% | +17.8% | +14.0% |
| 3Y | +150.5% | +75.0% | +75.5% | +32.0% |
| 5Y | +38.6% | +67.8% | -29.2% | -21.7% |
| 10Y | +316.9% | +312.9% | +4.1% | -13.1% |
| All | +1,311.4% | +1,196.3% | +115.1% | +37.8% |
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