+56.0%
LLYX vs SPY
+48.3%
+7.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +9.0% | +3.3% | +5.7% | +5.3% |
| 30D | +45.9% | -2.7% | +48.6% | +50.0% |
| 3M | +28.8% | -1.7% | +30.6% | +30.9% |
| 6M | +85.5% | +3.1% | +82.4% | +76.3% |
| YTD | +41.1% | +11.9% | +29.2% | +20.2% |
| 1Y | +54.0% | +12.0% | +42.1% | +31.0% |
| All | +56.0% | +48.3% | +7.7% | -5.1% |
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