+75.0%
SPY vs LLY
+142.0%
-67.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | -4.5% | +1.8% | -2.2% |
| 30D | -5.4% | +13.9% | -19.3% | -6.8% |
| 3M | -4.1% | +13.8% | -17.9% | -5.6% |
| 6M | +0.7% | +37.6% | -36.9% | -3.4% |
| YTD | +8.7% | +26.6% | -17.9% | +5.0% |
| 1Y | +10.9% | +45.3% | -34.5% | +4.9% |
| 3Y | +75.0% | +132.2% | -57.2% | +57.0% |
| All | +75.0% | +142.0% | -67.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling