+5,030.0%
LLY vs SPXU
-100.0%
+5,130.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| YTD | +7.5% | -29.9% | +37.3% | +0.4% |
| 1Y | +55.7% | -39.1% | +94.8% | +41.5% |
| 3Y | +110.6% | -80.0% | +190.6% | +59.5% |
| 5Y | +363.4% | -86.0% | +449.5% | +253.4% |
| 10Y | +1,649.0% | -99.5% | +1,748.5% | +660.5% |
| All | +5,030.0% | -100.0% | +5,130.0% | +1,126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling