+466.3%
LLY vs SPYG
+68.1%
+398.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.8% |
| 7D | +1.6% | -1.9% | +3.6% | +2.4% |
| 30D | +21.5% | -9.2% | +30.6% | +25.9% |
| 3M | +16.4% | -6.8% | +23.2% | +19.4% |
| 6M | +51.5% | -2.6% | +54.1% | +51.7% |
| YTD | +33.9% | +7.5% | +26.4% | +27.9% |
| 1Y | +49.1% | +6.7% | +42.4% | +42.8% |
| 3Y | +144.6% | +90.1% | +54.5% | +80.1% |
| 5Y | +466.3% | +69.2% | +397.1% | +336.2% |
| All | +466.3% | +68.1% | +398.2% | +336.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling