+311.5%
SPY vs LLY
+1,542.3%
-1,230.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +0.5% | -3.1% | +3.7% | +1.3% |
| 30D | -0.9% | -5.1% | +4.1% | +0.1% |
| 3M | +3.9% | -2.1% | +5.9% | +3.9% |
| 6M | +14.5% | +13.8% | +0.7% | +10.1% |
| YTD | +12.9% | +5.1% | +7.8% | +10.1% |
| 1Y | +19.4% | +53.1% | -33.8% | +5.5% |
| 3Y | +78.5% | +95.6% | -17.2% | +41.7% |
| 5Y | +81.8% | +361.5% | -279.8% | +7.8% |
| 10Y | +311.5% | +1,545.2% | -1,233.7% | +59.3% |
| All | +311.5% | +1,542.3% | -1,230.8% | +59.3% |
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