+5.8%
LLYX vs SPY
+50.5%
-44.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | -1.5% | +2.0% | -3.5% | -4.5% |
| 6M | +15.6% | +13.0% | +2.6% | -1.9% |
| YTD | -4.3% | +13.5% | -17.9% | -19.6% |
| 1Y | +87.3% | +20.0% | +67.3% | +46.2% |
| All | +5.8% | +50.5% | -44.7% | -36.5% |
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