+4,804.9%
LLY vs NDAQ
+2,593.6%
+2,211.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.5% | +0.8% | -5.3% | -4.6% |
| 30D | +13.9% | +16.5% | -2.6% | +10.5% |
| 3M | +13.8% | +13.5% | +0.3% | +10.9% |
| 6M | +37.6% | +20.9% | +16.7% | +32.1% |
| YTD | +26.6% | +11.4% | +15.2% | +23.2% |
| 1Y | +45.3% | +25.9% | +19.4% | +38.0% |
| 3Y | +132.2% | +119.9% | +12.4% | +97.2% |
| 5Y | +434.7% | +61.7% | +372.9% | +377.3% |
| 10Y | +2,084.3% | +481.6% | +1,602.7% | +1,447.5% |
| All | +4,804.9% | +2,593.6% | +2,211.3% | +2,609.2% |
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