+361.5%
LLY vs SPXU
-86.0%
+447.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -3.4% |
| 30D | -5.1% | +3.7% | -8.8% | -4.4% |
| 3M | -2.1% | -9.6% | +7.5% | -3.8% |
| 6M | +13.8% | -32.4% | +46.2% | +6.1% |
| YTD | +5.1% | -28.7% | +33.8% | -0.8% |
| 1Y | +53.1% | -38.2% | +91.3% | +41.0% |
| 3Y | +95.6% | -80.4% | +176.1% | +53.4% |
| 5Y | +361.5% | -86.0% | +447.5% | +268.2% |
| All | +361.5% | -86.0% | +447.5% | +268.2% |
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