+390.2%
LLY vs SPYG
+83.9%
+306.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -8.6% | -1.7% | -6.9% | -8.0% |
| 3M | -1.6% | +3.6% | -5.3% | -3.6% |
| 6M | +11.8% | +16.6% | -4.8% | +3.7% |
| YTD | +5.1% | +13.4% | -8.3% | -1.5% |
| 1Y | +50.7% | +19.6% | +31.1% | +37.5% |
| 3Y | +95.7% | +99.8% | -4.1% | +41.1% |
| 5Y | +390.2% | +85.0% | +305.2% | +263.1% |
| All | +390.2% | +83.9% | +306.3% | +263.1% |
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