+2,057.0%
LLY vs SPMO
+504.7%
+1,552.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.6% | +9.8% | -5.2% | -0.1% |
| 30D | +22.4% | -9.2% | +31.5% | +27.7% |
| 3M | +17.1% | -11.0% | +28.1% | +23.1% |
| 6M | +44.6% | -6.6% | +51.3% | +45.3% |
| YTD | +33.5% | +13.3% | +20.1% | +19.2% |
| 1Y | +41.1% | +12.7% | +28.5% | +26.3% |
| 3Y | +143.8% | +127.5% | +16.3% | +41.7% |
| 5Y | +473.4% | +117.4% | +356.0% | +239.9% |
| 10Y | +2,035.0% | +469.5% | +1,565.5% | +738.4% |
| All | +2,057.0% | +504.7% | +1,552.3% | +701.1% |
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 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