+137.8%
LLY vs SPYM
+79.2%
+58.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +4.6% | +3.3% | +1.3% | +2.6% |
| 30D | +22.4% | -2.6% | +25.0% | +24.2% |
| 3M | +17.1% | -1.7% | +18.9% | +18.2% |
| 6M | +44.6% | +3.1% | +41.5% | +40.9% |
| YTD | +33.5% | +12.0% | +21.5% | +22.3% |
| 1Y | +41.1% | +12.1% | +29.0% | +29.1% |
| All | +137.8% | +79.2% | +58.6% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling