+57.2%
LLYX vs SPY
+48.8%
+8.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +3.3% |
| 30D | +42.9% | -2.4% | +45.2% | +46.3% |
| 3M | +31.3% | -1.2% | +32.4% | +32.6% |
| 6M | +95.8% | +3.3% | +92.5% | +85.7% |
| YTD | +42.3% | +12.3% | +30.0% | +20.7% |
| 1Y | +64.6% | +12.4% | +52.2% | +39.3% |
| All | +57.2% | +48.8% | +8.4% | -4.7% |
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