+132.2%
LLY vs SPOT
+255.6%
-123.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -4.5% | +1.6% | -6.1% | -4.7% |
| 30D | +13.9% | +17.6% | -3.7% | +11.0% |
| 3M | +13.8% | +26.9% | -13.2% | +9.4% |
| 6M | +37.6% | +41.8% | -4.2% | +30.1% |
| YTD | +26.6% | +3.8% | +22.8% | +25.1% |
| 1Y | +45.3% | -2.5% | +47.8% | +45.3% |
| 3Y | +132.2% | +260.6% | -128.3% | +64.7% |
| All | +132.2% | +255.6% | -123.4% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling