+1,545.2%
LLY vs SPGI
+296.1%
+1,249.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.2% |
| 7D | -3.1% | -2.5% | -0.6% | -2.4% |
| 30D | -5.1% | +5.4% | -10.5% | -6.8% |
| 3M | -2.1% | +9.0% | -11.1% | -5.4% |
| 6M | +13.8% | +0.8% | +13.1% | +12.6% |
| YTD | +5.1% | -12.6% | +17.7% | +8.6% |
| 1Y | +53.1% | -16.1% | +69.2% | +60.2% |
| 3Y | +95.6% | +19.0% | +76.6% | +80.5% |
| 5Y | +361.5% | +5.1% | +356.4% | +337.5% |
| 10Y | +1,545.2% | +295.5% | +1,249.7% | +918.7% |
| All | +1,545.2% | +296.1% | +1,249.1% | +918.7% |
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