+472.7%
LLY vs SPGI
+14.7%
+458.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +1.4% | -1.4% | +2.7% | +1.8% |
| 30D | +21.5% | +15.3% | +6.3% | +16.6% |
| 3M | +18.5% | +16.5% | +2.0% | +13.1% |
| 6M | +49.1% | +19.8% | +29.3% | +40.2% |
| YTD | +34.4% | -3.2% | +37.6% | +35.2% |
| 1Y | +46.3% | +1.8% | +44.5% | +44.3% |
| 3Y | +145.5% | +30.6% | +114.9% | +123.3% |
| 5Y | +472.7% | +16.0% | +456.6% | +455.5% |
| All | +472.7% | +14.7% | +458.0% | +455.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling