+1,637.0%
LLY vs SPMO
+572.4%
+1,064.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.7% |
| 7D | -2.1% | +2.0% | -4.2% | -3.2% |
| 30D | -1.6% | -0.4% | -1.2% | -1.7% |
| 3M | +2.3% | -1.9% | +4.2% | +1.5% |
| 6M | +14.9% | +25.0% | -10.2% | -1.3% |
| YTD | +7.5% | +26.0% | -18.6% | -8.4% |
| 1Y | +55.7% | +28.7% | +27.0% | +30.7% |
| 3Y | +110.6% | +160.9% | -50.3% | +14.9% |
| 5Y | +363.4% | +147.9% | +215.5% | +158.4% |
| 10Y | +1,649.0% | +518.9% | +1,130.0% | +558.1% |
| All | +1,637.0% | +572.4% | +1,064.6% | +515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling