+443.8%
LLY vs SPY
+67.4%
+376.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -4.5% | -2.7% | -1.8% | -3.0% |
| 30D | +13.9% | -5.4% | +19.3% | +17.3% |
| 3M | +13.8% | -4.1% | +17.9% | +16.2% |
| 6M | +37.6% | +0.7% | +36.9% | +36.3% |
| YTD | +26.6% | +8.7% | +17.9% | +19.7% |
| 1Y | +45.3% | +10.9% | +34.5% | +35.8% |
| 3Y | +132.2% | +75.0% | +57.2% | +68.2% |
| All | +443.8% | +67.4% | +376.5% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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