+463.9%
LLY vs SPXU
-83.1%
+547.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.0% | +11.3% | +3.0% |
| 7D | +0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +19.7% | +9.7% | +10.1% | +22.2% |
| 3M | +19.3% | +8.4% | +10.8% | +21.6% |
| 6M | +49.3% | -5.7% | +55.1% | +48.6% |
| YTD | +32.0% | -25.4% | +57.5% | +26.2% |
| 1Y | +53.7% | -28.9% | +82.6% | +45.9% |
| 3Y | +143.7% | -81.2% | +224.9% | +90.7% |
| 5Y | +463.9% | -83.3% | +547.2% | +367.1% |
| All | +463.9% | -83.1% | +547.0% | +367.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling