+1,565.9%
LLY vs SPOT
+227.0%
+1,338.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +2.3% | +9.9% | -7.6% | +1.4% |
| 6M | +14.9% | +1.6% | +13.3% | +14.3% |
| YTD | +7.5% | -6.6% | +14.1% | +7.4% |
| 1Y | +55.7% | -22.9% | +78.6% | +58.2% |
| 3Y | +110.6% | +244.3% | -133.7% | +89.1% |
| 5Y | +363.4% | +117.8% | +245.6% | +321.0% |
| All | +1,565.9% | +227.0% | +1,338.9% | +1,228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling