+53.1%
LLY vs SPOT
-25.6%
+78.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | -3.1% | -2.9% | -0.3% | -3.1% |
| 30D | -5.1% | +8.3% | -13.4% | -5.0% |
| 3M | -2.1% | +5.1% | -7.1% | -2.3% |
| 6M | +13.8% | -6.5% | +20.3% | +11.6% |
| YTD | +5.1% | -9.0% | +14.1% | +1.7% |
| 1Y | +53.1% | -26.4% | +79.5% | +38.9% |
| All | +53.1% | -25.6% | +78.8% | +38.9% |
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