+46.3%
LLY vs SPG
+33.6%
+12.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | +2.7% | -1.4% | -0.2% |
| 30D | +21.5% | +16.6% | +5.0% | +11.8% |
| 3M | +18.5% | +8.1% | +10.4% | +13.4% |
| 6M | +49.1% | +19.3% | +29.8% | +35.1% |
| YTD | +34.4% | +31.1% | +3.3% | +13.3% |
| 1Y | +46.3% | +32.8% | +13.5% | +22.2% |
| All | +46.3% | +33.6% | +12.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling