+2,050.0%
LLY vs SPG
+116.4%
+1,933.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | +2.7% | -1.4% | +1.0% |
| 30D | +21.5% | +16.6% | +5.0% | +19.3% |
| 3M | +18.5% | +8.1% | +10.4% | +17.3% |
| 6M | +49.1% | +19.3% | +29.8% | +45.9% |
| YTD | +34.4% | +31.1% | +3.3% | +30.1% |
| 1Y | +46.3% | +32.8% | +13.5% | +41.4% |
| 3Y | +145.5% | +135.8% | +9.7% | +124.2% |
| 5Y | +472.7% | +85.1% | +387.6% | +428.8% |
| 10Y | +2,050.0% | +115.9% | +1,934.0% | +2,128.8% |
| All | +2,050.0% | +116.4% | +1,933.6% | +2,128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling