+7,288.2%
LLY vs SPXS
-100.0%
+7,388.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.7% |
| 7D | +1.6% | +0.4% | +1.2% | +2.1% |
| 30D | +21.5% | +10.8% | +10.6% | +24.8% |
| 3M | +16.4% | +9.6% | +6.8% | +19.5% |
| 6M | +51.5% | -4.7% | +56.2% | +51.0% |
| YTD | +33.9% | -24.6% | +58.5% | +27.6% |
| 1Y | +49.1% | -24.6% | +73.7% | +42.4% |
| 3Y | +144.6% | -79.8% | +224.4% | +84.8% |
| 5Y | +466.3% | -83.3% | +549.7% | +348.6% |
| 10Y | +2,024.1% | -99.5% | +2,123.6% | +831.3% |
| All | +7,288.2% | -100.0% | +7,388.2% | +1,205.6% |
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