+7,314.0%
LLY vs SPXS
-100.0%
+7,414.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | -0.5% |
| 7D | +1.4% | +1.5% | -0.1% | +2.1% |
| 30D | +21.5% | +6.3% | +15.2% | +23.7% |
| 3M | +18.5% | +4.2% | +14.2% | +20.2% |
| 6M | +49.1% | -7.9% | +57.0% | +47.5% |
| YTD | +34.4% | -27.5% | +61.9% | +27.0% |
| 1Y | +46.3% | -27.0% | +73.3% | +38.7% |
| 3Y | +145.5% | -80.5% | +226.0% | +83.9% |
| 5Y | +472.7% | -84.0% | +556.6% | +349.8% |
| 10Y | +2,049.9% | -99.5% | +2,149.5% | +833.1% |
| All | +7,314.0% | -100.0% | +7,414.0% | +1,198.7% |
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 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