+5,016.1%
LLY vs SPYM
+819.0%
+4,197.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.5% |
| 7D | +1.4% | -0.9% | +2.3% | +2.0% |
| 30D | +21.5% | -2.4% | +23.9% | +23.3% |
| 3M | +18.5% | -1.1% | +19.6% | +19.2% |
| 6M | +49.1% | +3.3% | +45.8% | +45.2% |
| YTD | +34.4% | +12.4% | +22.0% | +23.8% |
| 1Y | +46.3% | +12.5% | +33.8% | +34.6% |
| 3Y | +145.5% | +79.1% | +66.3% | +66.1% |
| 5Y | +472.7% | +75.7% | +397.0% | +287.3% |
| 10Y | +2,049.9% | +313.9% | +1,736.1% | +710.4% |
| All | +5,016.1% | +819.0% | +4,197.1% | +1,036.4% |
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