+47.0%
LLY vs SPG
+32.2%
+14.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.1% |
| 7D | +0.1% | +5.1% | -5.0% | -2.7% |
| 30D | +19.7% | +16.8% | +2.9% | +10.0% |
| 3M | +19.3% | +5.7% | +13.6% | +15.4% |
| 6M | +49.3% | +17.8% | +31.5% | +36.3% |
| YTD | +32.0% | +30.1% | +1.9% | +11.4% |
| All | +47.0% | +32.2% | +14.8% | +22.1% |
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