+41.1%
LLY vs SPYG
+8.1%
+33.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | +4.2% | +0.4% | +4.5% |
| 30D | +22.4% | -7.4% | +29.8% | +22.2% |
| 3M | +17.1% | -5.3% | +22.4% | +16.8% |
| 6M | +44.6% | -1.2% | +45.8% | +43.8% |
| YTD | +33.5% | +9.0% | +24.5% | +24.9% |
| 1Y | +41.1% | +8.8% | +32.3% | +31.6% |
| All | +41.1% | +8.1% | +33.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling