+1,862.5%
LLY vs SPOT
+263.5%
+1,599.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -4.5% | +1.6% | -6.1% | -4.6% |
| 30D | +13.9% | +17.6% | -3.7% | +12.2% |
| 3M | +13.8% | +26.9% | -13.2% | +11.2% |
| 6M | +37.6% | +41.8% | -4.2% | +33.1% |
| YTD | +26.6% | +3.8% | +22.8% | +25.2% |
| 1Y | +45.3% | -2.5% | +47.8% | +44.5% |
| 3Y | +132.2% | +260.6% | -128.3% | +107.3% |
| 5Y | +434.7% | +108.6% | +326.1% | +385.8% |
| All | +1,862.5% | +263.5% | +1,599.0% | +1,448.1% |
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