+3,991.2%
LLY vs SPYM
+829.4%
+3,161.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | +2.0% | +0.3% | +0.6% |
| 6M | +14.9% | +13.1% | +1.8% | +5.6% |
| YTD | +7.5% | +13.6% | -6.2% | -1.6% |
| 1Y | +55.7% | +20.1% | +35.6% | +37.4% |
| 3Y | +110.6% | +77.6% | +33.0% | +43.7% |
| 5Y | +363.4% | +82.5% | +280.9% | +206.0% |
| 10Y | +1,649.0% | +317.6% | +1,331.4% | +556.5% |
| All | +3,991.2% | +829.4% | +3,161.8% | +803.3% |
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 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