+137.8%
LLY vs SPMO
+128.1%
+9.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.6% | +9.8% | -5.2% | +1.8% |
| 30D | +22.4% | -9.2% | +31.5% | +25.3% |
| 3M | +17.1% | -11.0% | +28.1% | +20.5% |
| 6M | +44.6% | -6.6% | +51.3% | +43.4% |
| YTD | +33.5% | +13.3% | +20.1% | +18.6% |
| 1Y | +41.1% | +12.7% | +28.5% | +25.7% |
| All | +137.8% | +128.1% | +9.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling