+2,053.0%
LLY vs SPXS
-99.5%
+2,152.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.5% |
| 7D | +4.6% | -9.5% | +14.1% | +2.5% |
| 30D | +22.4% | +7.4% | +15.0% | +24.7% |
| 3M | +17.1% | +6.1% | +11.0% | +19.3% |
| 6M | +44.6% | -7.3% | +51.9% | +43.4% |
| YTD | +33.5% | -26.7% | +60.2% | +26.5% |
| 1Y | +41.1% | -26.2% | +67.3% | +34.2% |
| 3Y | +143.8% | -80.3% | +224.1% | +84.1% |
| 5Y | +473.4% | -83.4% | +556.8% | +357.6% |
| All | +2,053.0% | -99.5% | +2,152.5% | +814.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling