+3,029.2%
SPY vs LLY
+23,963.5%
-20,934.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.3% | +19.7% | -23.1% | -8.5% |
| 3M | -2.4% | +19.3% | -21.7% | -7.7% |
| 6M | +2.6% | +49.3% | -46.8% | -9.9% |
| YTD | +11.2% | +32.0% | -20.8% | +0.4% |
| 1Y | +13.4% | +53.7% | -40.3% | -2.4% |
| 3Y | +79.9% | +143.7% | -63.9% | +28.6% |
| 5Y | +72.2% | +463.9% | -391.7% | -8.3% |
| 10Y | +307.3% | +2,006.3% | -1,699.0% | +34.3% |
| All | +3,029.2% | +23,963.5% | -20,934.3% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling