+57.3%
LLY vs SPOT
+0.4%
+57.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.3% |
| 7D | +10.1% | +16.6% | -6.5% | +8.8% |
| 30D | +24.0% | +29.9% | -5.9% | +21.9% |
| 3M | +27.3% | +31.3% | -4.0% | +25.2% |
| 6M | +47.0% | +43.2% | +3.7% | +45.0% |
| YTD | +32.6% | +8.1% | +24.5% | +30.3% |
| 1Y | +57.3% | -0.3% | +57.7% | +58.7% |
| All | +57.3% | +0.4% | +57.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling