+20,705.6%
LLY vs SPGI
+14,867.5%
+5,838.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +13.8% | +15.7% | -1.9% | +8.5% |
| 6M | +37.6% | +17.3% | +20.3% | +29.9% |
| YTD | +26.6% | -4.7% | +31.3% | +26.7% |
| 1Y | +45.3% | +1.8% | +43.5% | +42.3% |
| 3Y | +132.2% | +31.7% | +100.5% | +108.7% |
| 5Y | +434.7% | +12.1% | +422.6% | +397.7% |
| 10Y | +2,084.3% | +341.9% | +1,742.4% | +1,177.6% |
| All | +20,705.6% | +14,867.5% | +5,838.2% | +3,069.2% |
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