+137.8%
LLY vs SPOT
+252.1%
-114.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +4.6% | -2.6% | +7.2% | +5.0% |
| 30D | +22.4% | +13.5% | +8.9% | +19.9% |
| 3M | +17.1% | +22.2% | -5.1% | +13.4% |
| 6M | +44.6% | +38.3% | +6.3% | +37.3% |
| YTD | +33.5% | +3.1% | +30.4% | +32.1% |
| 1Y | +41.1% | -7.6% | +48.7% | +42.7% |
| All | +137.8% | +252.1% | -114.3% | +73.5% |
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