+6,292.8%
LLY vs SPXU
-100.0%
+6,392.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.7% |
| 7D | +1.6% | +0.5% | +1.1% | +2.1% |
| 30D | +21.5% | +10.9% | +10.6% | +24.7% |
| 3M | +16.4% | +9.6% | +6.8% | +19.4% |
| 6M | +51.5% | -4.7% | +56.2% | +51.0% |
| YTD | +33.9% | -24.6% | +58.5% | +27.7% |
| 1Y | +49.1% | -24.7% | +73.8% | +42.4% |
| 3Y | +144.6% | -80.0% | +224.7% | +85.0% |
| 5Y | +466.3% | -83.5% | +549.8% | +349.3% |
| 10Y | +2,024.1% | -99.5% | +2,123.6% | +841.5% |
| All | +6,292.8% | -100.0% | +6,392.8% | +1,459.8% |
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