+12.0%
SPY vs LLY
+44.6%
-32.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +3.3% | +4.6% | -1.3% | +3.1% |
| 30D | -2.7% | +22.4% | -25.0% | -3.3% |
| 3M | -1.7% | +17.1% | -18.9% | -2.2% |
| 6M | +3.1% | +44.6% | -41.6% | +1.1% |
| YTD | +11.9% | +33.5% | -21.6% | +9.6% |
| 1Y | +12.0% | +41.1% | -29.1% | +9.1% |
| All | +12.0% | +44.6% | -32.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling