+1,610.3%
LLY vs SPG
+59.6%
+1,550.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.1% | -2.4% | +0.2% | -1.9% |
| 30D | -1.6% | -6.8% | +5.2% | -0.8% |
| 3M | +2.3% | +2.7% | -0.4% | +2.0% |
| 6M | +14.9% | +5.5% | +9.4% | +14.2% |
| YTD | +7.5% | +15.7% | -8.2% | +5.7% |
| 1Y | +55.7% | +20.9% | +34.8% | +52.3% |
| 3Y | +110.6% | +112.4% | -1.8% | +94.8% |
| 5Y | +363.4% | +101.4% | +262.1% | +327.7% |
| All | +1,610.3% | +59.6% | +1,550.7% | +1,770.6% |
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