+4,998.4%
LLY vs SPYM
+807.3%
+4,191.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.7% |
| 7D | +1.6% | -0.6% | +2.2% | +2.0% |
| 30D | +21.5% | -3.7% | +25.1% | +24.3% |
| 3M | +16.4% | -2.7% | +19.2% | +18.4% |
| 6M | +51.5% | +2.2% | +49.3% | +48.5% |
| YTD | +33.9% | +10.9% | +23.0% | +24.4% |
| 1Y | +49.1% | +11.3% | +37.8% | +38.1% |
| 3Y | +144.6% | +76.8% | +67.8% | +66.9% |
| 5Y | +466.3% | +73.5% | +392.8% | +286.1% |
| 10Y | +2,024.1% | +307.9% | +1,716.2% | +708.3% |
| All | +4,998.4% | +807.3% | +4,191.0% | +1,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling