+3,094.0%
SPY vs LLY
+19,488.3%
-16,394.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | -2.1% | +2.3% | +0.7% |
| 30D | +0.1% | -1.6% | +1.7% | +0.4% |
| 3M | +2.0% | +2.3% | -0.3% | +0.7% |
| 6M | +13.0% | +14.9% | -1.9% | +7.2% |
| YTD | +13.5% | +7.5% | +6.1% | +9.2% |
| 1Y | +20.0% | +55.7% | -35.7% | +2.5% |
| 3Y | +77.2% | +110.6% | -33.4% | +32.0% |
| 5Y | +81.9% | +363.4% | -281.5% | +2.6% |
| 10Y | +314.1% | +1,649.0% | -1,334.9% | +44.3% |
| All | +3,094.0% | +19,488.3% | -16,394.2% | +503.8% |
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