+372.0%
LLY vs SPOT
+107.9%
+264.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -1.6% | +12.5% | -14.1% | -2.8% |
| 3M | +2.3% | +9.9% | -7.6% | +1.2% |
| 6M | +14.9% | +1.6% | +13.3% | +14.2% |
| YTD | +7.5% | -6.6% | +14.1% | +7.5% |
| 1Y | +55.7% | -22.9% | +78.6% | +58.9% |
| 3Y | +110.6% | +244.3% | -133.7% | +87.0% |
| All | +372.0% | +107.9% | +264.2% | +318.7% |
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 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