+46.3%
LLY vs SPGI
+2.4%
+43.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.4% | -1.4% | +2.7% | +1.6% |
| 30D | +21.5% | +15.3% | +6.3% | +19.6% |
| 3M | +18.5% | +16.5% | +2.0% | +16.5% |
| 6M | +49.1% | +19.8% | +29.3% | +45.6% |
| YTD | +34.4% | -3.2% | +37.6% | +39.6% |
| 1Y | +46.3% | +1.8% | +44.5% | +50.1% |
| All | +46.3% | +2.4% | +43.9% | +50.1% |
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 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