+311.1%
SPY vs LLY
+2,041.7%
-1,730.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -2.4% | +21.5% | -23.9% | -6.7% |
| 3M | -1.2% | +18.5% | -19.6% | -5.1% |
| 6M | +3.3% | +49.1% | -45.8% | -6.4% |
| YTD | +12.3% | +34.4% | -22.1% | +3.5% |
| 1Y | +12.4% | +46.3% | -33.9% | +1.4% |
| 3Y | +78.8% | +145.5% | -66.7% | +35.3% |
| 5Y | +75.2% | +472.7% | -397.5% | -0.5% |
| 10Y | +311.1% | +2,049.9% | -1,738.8% | +49.6% |
| All | +311.1% | +2,041.7% | -1,730.6% | +49.6% |
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