+5,828.7%
LLY vs SPXS
-100.0%
+5,928.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.6% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -1.6% | +0.8% | -2.4% | -1.4% |
| 3M | +2.3% | -4.7% | +7.0% | +1.4% |
| 6M | +14.9% | -29.6% | +44.5% | +7.1% |
| YTD | +7.5% | -29.8% | +37.3% | +0.3% |
| 1Y | +55.7% | -38.9% | +94.6% | +41.5% |
| 3Y | +110.6% | -79.6% | +190.2% | +59.6% |
| 5Y | +363.4% | -85.9% | +449.3% | +252.7% |
| 10Y | +1,649.0% | -99.5% | +1,748.5% | +652.2% |
| All | +5,828.7% | -100.0% | +5,928.7% | +925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling