+361.5%
LLY vs SPYM
+82.4%
+279.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -5.1% | -0.9% | -4.2% | -4.6% |
| 3M | -2.1% | +3.9% | -6.0% | -4.5% |
| 6M | +13.8% | +14.5% | -0.7% | +4.6% |
| YTD | +5.1% | +13.0% | -7.9% | -2.8% |
| 1Y | +53.1% | +19.4% | +33.7% | +36.8% |
| 3Y | +95.6% | +78.9% | +16.8% | +39.0% |
| 5Y | +361.5% | +82.3% | +279.2% | +223.3% |
| All | +361.5% | +82.4% | +279.1% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling