+21,985.5%
LLY vs SPGI
+15,101.3%
+6,884.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +18.5% | +16.5% | +2.0% | +12.8% |
| 6M | +49.1% | +19.8% | +29.3% | +39.8% |
| YTD | +34.4% | -3.2% | +37.6% | +33.9% |
| 1Y | +46.3% | +1.8% | +44.5% | +43.3% |
| 3Y | +145.5% | +30.6% | +114.9% | +121.2% |
| 5Y | +472.7% | +16.0% | +456.6% | +427.4% |
| 10Y | +2,049.9% | +338.6% | +1,711.4% | +1,160.6% |
| All | +21,985.5% | +15,101.3% | +6,884.1% | +3,248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling