+482.6%
LLY vs SPG
+84.0%
+398.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +6.6% | +2.0% | +4.6% | +6.0% |
| 30D | +19.4% | +17.2% | +2.2% | +14.3% |
| 3M | +19.6% | +6.3% | +13.2% | +17.5% |
| 6M | +42.6% | +18.7% | +23.9% | +36.0% |
| YTD | +35.0% | +30.1% | +4.9% | +25.6% |
| 1Y | +42.0% | +32.8% | +9.3% | +31.5% |
| 3Y | +140.5% | +133.6% | +6.9% | +98.3% |
| All | +482.6% | +84.0% | +398.6% | +399.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling