+50.7%
LLY vs SPYM
+18.8%
+31.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -8.6% | -1.4% | -7.2% | -8.2% |
| 3M | -1.6% | +3.7% | -5.4% | -3.2% |
| 6M | +11.8% | +13.0% | -1.2% | +3.5% |
| YTD | +5.1% | +12.5% | -7.4% | -2.9% |
| 1Y | +50.7% | +18.6% | +32.1% | +28.5% |
| All | +50.7% | +18.8% | +31.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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