+79.7%
SPY vs LLY
+108.0%
-28.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -2.1% | +2.3% | +0.4% |
| 30D | +0.1% | -1.6% | +1.7% | +0.2% |
| 3M | +2.0% | +2.3% | -0.3% | +1.4% |
| 6M | +13.0% | +14.9% | -1.9% | +10.4% |
| YTD | +13.5% | +7.5% | +6.1% | +11.7% |
| 1Y | +20.0% | +55.7% | -35.7% | +11.2% |
| All | +79.7% | +108.0% | -28.2% | +56.1% |
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 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