+483.3%
LLY vs SPOT
+117.4%
+365.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | +6.7% | +1.6% | +5.1% | +6.6% |
| 30D | +19.6% | +16.9% | +2.6% | +17.5% |
| 3M | +19.7% | +23.0% | -3.2% | +16.9% |
| 6M | +42.7% | +42.2% | +0.6% | +37.2% |
| YTD | +35.1% | +5.5% | +29.6% | +33.3% |
| 1Y | +42.2% | -5.1% | +47.3% | +41.8% |
| 3Y | +140.8% | +257.9% | -117.1% | +111.3% |
| All | +483.3% | +117.4% | +365.9% | +418.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling