+501.7%
SPCX vs LLY
+63.9%
+437.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | -12.2% |
| 7D | +4.2% | +0.1% | +4.1% | +2.3% |
| 30D | -12.6% | +19.7% | -32.3% | -67.1% |
| 3M | +6.7% | +19.3% | -12.5% | -65.0% |
| 6M | +546.4% | +52.8% | +493.6% | +9.0% |
| YTD | +552.1% | +32.0% | +520.1% | +10.1% |
| 1Y | +453.2% | +53.7% | +399.5% | -6.7% |
| All | +501.7% | +63.9% | +437.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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