+1,545.2%
LLY vs NDAQ
+372.3%
+1,172.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -3.1% | -2.6% | -0.5% | -2.2% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | -2.1% | +9.9% | -12.0% | -6.0% |
| 6M | +13.8% | +8.2% | +5.6% | +9.5% |
| YTD | +5.1% | -1.5% | +6.6% | +4.6% |
| 1Y | +53.1% | +1.3% | +51.8% | +50.2% |
| 3Y | +95.6% | +92.6% | +3.0% | +45.6% |
| 5Y | +361.5% | +53.8% | +307.7% | +269.6% |
| 10Y | +1,545.2% | +376.0% | +1,169.2% | +654.9% |
| All | +1,545.2% | +372.3% | +1,172.8% | +654.9% |
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