+72.6%
SPY vs LLY
+481.2%
-408.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +2.6% | +6.7% | -4.1% | +1.6% |
| 30D | -2.0% | +19.6% | -21.5% | -4.7% |
| 3M | -2.8% | +19.7% | -22.5% | -5.6% |
| 6M | +2.1% | +42.7% | -40.6% | -3.9% |
| YTD | +11.5% | +35.1% | -23.6% | +5.3% |
| 1Y | +13.5% | +42.2% | -28.7% | +6.1% |
| 3Y | +77.7% | +140.8% | -63.1% | +45.2% |
| All | +72.6% | +481.2% | -408.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling