+2,024.1%
LLY vs NDAQ
+472.5%
+1,551.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +1.6% | +2.9% | -1.2% | +0.6% |
| 30D | +21.5% | +17.5% | +4.0% | +14.3% |
| 3M | +16.4% | +15.4% | +1.0% | +10.1% |
| 6M | +51.5% | +24.6% | +26.9% | +38.5% |
| YTD | +33.9% | +14.4% | +19.5% | +25.8% |
| 1Y | +49.1% | +26.9% | +22.2% | +34.2% |
| 3Y | +144.6% | +119.8% | +24.8% | +73.7% |
| 5Y | +466.3% | +70.5% | +395.8% | +339.2% |
| 10Y | +2,024.1% | +475.8% | +1,548.4% | +826.6% |
| All | +2,024.1% | +472.5% | +1,551.7% | +826.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling