+390.0%
LLY vs SPMO
+149.5%
+240.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -3.1% | +3.4% | -6.5% | -4.5% |
| 30D | -5.1% | +0.5% | -5.6% | -5.5% |
| 3M | -2.1% | +1.9% | -4.0% | -4.5% |
| 6M | +13.8% | +27.8% | -14.0% | -3.4% |
| YTD | +5.1% | +26.7% | -21.6% | -10.7% |
| 1Y | +53.1% | +28.9% | +24.2% | +28.2% |
| 3Y | +95.6% | +160.7% | -65.0% | +1.8% |
| All | +390.0% | +149.5% | +240.6% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling