+157.2%
LLYVK vs SPY
+75.6%
+81.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -5.4% | -0.4% | -5.1% | -5.1% |
| 30D | -7.2% | -1.4% | -5.8% | -6.0% |
| 3M | +2.4% | +3.7% | -1.3% | -1.5% |
| 6M | -3.6% | +13.0% | -16.6% | -15.1% |
| YTD | +16.6% | +12.4% | +4.2% | +3.1% |
| 1Y | -3.3% | +18.5% | -21.8% | -19.4% |
| 3Y | +204.8% | +77.6% | +127.2% | +62.5% |
| All | +157.2% | +75.6% | +81.7% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling