+23,106.6%
LLY vs SPG
+5,939.2%
+17,167.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.6% | +3.1% | +1.5% | +4.0% |
| 30D | +22.4% | +16.4% | +5.9% | +18.9% |
| 3M | +17.1% | +7.1% | +10.1% | +15.7% |
| 6M | +44.6% | +16.1% | +28.6% | +40.6% |
| YTD | +33.5% | +30.4% | +3.0% | +26.9% |
| 1Y | +41.1% | +33.0% | +8.1% | +33.8% |
| 3Y | +143.8% | +134.6% | +9.1% | +107.4% |
| 5Y | +473.4% | +84.9% | +388.5% | +402.6% |
| 10Y | +2,035.0% | +114.9% | +1,920.1% | +1,606.1% |
| All | +23,106.6% | +5,939.2% | +17,167.4% | +9,088.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling