+2,080.1%
LLY vs SPGI
+333.9%
+1,746.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +6.7% | +1.2% | +5.5% | +6.3% |
| 30D | +19.6% | +15.9% | +3.7% | +14.0% |
| 3M | +19.7% | +12.3% | +7.4% | +15.1% |
| 6M | +42.7% | +23.7% | +19.0% | +32.0% |
| YTD | +35.1% | -3.5% | +38.7% | +35.2% |
| 1Y | +42.2% | +0.4% | +41.8% | +40.1% |
| 3Y | +140.8% | +29.9% | +110.9% | +116.0% |
| 5Y | +480.6% | +15.2% | +465.4% | +434.6% |
| All | +2,080.1% | +333.9% | +1,746.2% | +1,262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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