+443.8%
LLY vs SPGI
+11.1%
+432.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +13.9% | +18.4% | -4.5% | +8.4% |
| 3M | +13.8% | +15.7% | -1.9% | +8.9% |
| 6M | +37.6% | +17.3% | +20.3% | +30.2% |
| YTD | +26.6% | -4.7% | +31.3% | +27.9% |
| 1Y | +45.3% | +1.8% | +43.5% | +43.2% |
| 3Y | +132.2% | +31.7% | +100.5% | +110.7% |
| All | +443.8% | +11.1% | +432.7% | +428.5% |
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