+158.4%
LLYVK vs SPY
+76.0%
+82.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -8.6% | -1.1% | -7.5% | -7.6% |
| 3M | -4.5% | +3.9% | -8.4% | -8.2% |
| 6M | -1.6% | +13.6% | -15.3% | -13.8% |
| YTD | +17.1% | +12.7% | +4.4% | +3.3% |
| 1Y | -4.5% | +17.5% | -22.0% | -19.6% |
| 3Y | +199.7% | +76.9% | +122.8% | +59.5% |
| All | +158.4% | +76.0% | +82.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling