+104.7%
LLY vs SPXU
-81.1%
+185.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.2% |
| 30D | -1.6% | +0.8% | -2.4% | -1.4% |
| 3M | +2.3% | -4.7% | +7.0% | +1.5% |
| 6M | +14.9% | -29.6% | +44.5% | +6.4% |
| YTD | +7.5% | -29.9% | +37.3% | -0.4% |
| 1Y | +55.7% | -39.1% | +94.8% | +39.8% |
| All | +104.7% | -81.1% | +185.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling