+2,024.1%
LLY vs SPGI
+335.3%
+1,688.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | +21.5% | +16.1% | +5.4% | +15.7% |
| 3M | +16.4% | +15.5% | +1.0% | +10.9% |
| 6M | +51.5% | +19.6% | +31.8% | +41.6% |
| YTD | +33.9% | -3.6% | +37.5% | +34.0% |
| 1Y | +49.1% | +2.2% | +46.9% | +46.0% |
| 3Y | +144.6% | +30.1% | +114.5% | +119.2% |
| 5Y | +466.3% | +14.9% | +451.4% | +421.8% |
| 10Y | +2,024.1% | +334.0% | +1,690.2% | +1,221.8% |
| All | +2,024.1% | +335.3% | +1,688.8% | +1,221.8% |
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