+21,831.6%
LLY vs SPGI
+14,890.2%
+6,941.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.9% |
| 30D | +22.4% | +14.3% | +8.1% | +17.4% |
| 3M | +17.1% | +14.5% | +2.6% | +12.1% |
| 6M | +44.6% | +17.3% | +27.4% | +36.6% |
| YTD | +33.5% | -4.6% | +38.0% | +33.5% |
| 1Y | +41.1% | +0.8% | +40.4% | +38.7% |
| 3Y | +143.8% | +28.8% | +115.0% | +120.7% |
| 5Y | +473.4% | +14.0% | +459.4% | +431.1% |
| 10Y | +2,035.0% | +332.5% | +1,702.5% | +1,157.4% |
| All | +21,831.6% | +14,890.2% | +6,941.4% | +3,239.4% |
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