+55.7%
LLY vs SPXS
-40.2%
+95.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.7% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -1.6% | +0.8% | -2.4% | -1.5% |
| 3M | +2.3% | -4.7% | +7.0% | +2.4% |
| 6M | +14.9% | -29.6% | +44.5% | +7.5% |
| YTD | +7.5% | -29.8% | +37.3% | +0.4% |
| 1Y | +55.7% | -38.9% | +94.6% | +32.9% |
| All | +55.7% | -40.2% | +95.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling