+2,043.2%
LLY vs SPG
+109.7%
+1,933.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.5% | +4.9% | -9.4% | -5.0% |
| 30D | +13.9% | +15.6% | -1.7% | +11.9% |
| 3M | +13.8% | +4.1% | +9.7% | +13.2% |
| 6M | +37.6% | +13.6% | +24.0% | +35.5% |
| YTD | +26.6% | +27.5% | -0.9% | +23.0% |
| 1Y | +45.3% | +32.2% | +13.1% | +40.6% |
| 3Y | +132.2% | +126.0% | +6.2% | +113.2% |
| 5Y | +434.7% | +74.7% | +359.9% | +396.7% |
| All | +2,043.2% | +109.7% | +1,933.5% | +2,132.5% |
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