+443.8%
LLY vs SPOT
+110.1%
+333.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -4.5% | +1.6% | -6.1% | -4.7% |
| 30D | +13.9% | +17.6% | -3.7% | +11.9% |
| 3M | +13.8% | +26.9% | -13.2% | +10.8% |
| 6M | +37.6% | +41.8% | -4.2% | +32.4% |
| YTD | +26.6% | +3.8% | +22.8% | +25.1% |
| 1Y | +45.3% | -2.5% | +47.8% | +44.5% |
| 3Y | +132.2% | +260.6% | -128.3% | +104.3% |
| All | +443.8% | +110.1% | +333.7% | +376.8% |
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