+49.1%
LLY vs SPGI
+2.3%
+46.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +21.5% | +16.1% | +5.4% | +19.4% |
| 3M | +16.4% | +15.5% | +1.0% | +14.6% |
| 6M | +51.5% | +19.6% | +31.8% | +47.9% |
| YTD | +33.9% | -3.6% | +37.5% | +39.3% |
| 1Y | +49.1% | +2.2% | +46.9% | +52.3% |
| All | +49.1% | +2.3% | +46.8% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling