+1,549.9%
LLY vs SPXS
-99.6%
+1,649.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -1.2% |
| 7D | -2.9% | +2.5% | -5.4% | -2.4% |
| 30D | -8.4% | +4.2% | -12.6% | -7.5% |
| 3M | -3.8% | -9.3% | +5.6% | -5.7% |
| 6M | +11.9% | -30.7% | +42.6% | +4.0% |
| YTD | +4.3% | -28.1% | +32.4% | -2.0% |
| 1Y | +48.5% | -35.1% | +83.5% | +36.9% |
| 3Y | +91.2% | -79.6% | +170.8% | +45.5% |
| 5Y | +387.5% | -86.3% | +473.7% | +270.9% |
| All | +1,549.9% | -99.6% | +1,649.4% | +554.7% |
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