+4,063.6%
LLY vs NDAQ
+2,327.9%
+1,735.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | -1.6% | +2.5% | -4.1% | -2.1% |
| 3M | +2.3% | +9.9% | -7.6% | +0.2% |
| 6M | +14.9% | +9.4% | +5.5% | +12.4% |
| YTD | +7.5% | +0.4% | +7.0% | +6.8% |
| 1Y | +55.7% | +4.0% | +51.7% | +53.4% |
| 3Y | +110.6% | +94.4% | +16.2% | +83.2% |
| 5Y | +363.4% | +56.7% | +306.7% | +316.7% |
| 10Y | +1,649.0% | +375.3% | +1,273.7% | +1,184.4% |
| All | +4,063.6% | +2,327.9% | +1,735.7% | +2,248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling