+57.3%
LLY vs NEM
+50.9%
+6.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.9% | -9.3% | -0.2% |
| 7D | +10.1% | +3.7% | +6.4% | +9.7% |
| 30D | +24.0% | +2.0% | +22.1% | +23.7% |
| 3M | +27.3% | +21.1% | +6.2% | +24.8% |
| 6M | +47.0% | +9.5% | +37.4% | +45.1% |
| YTD | +32.6% | +19.1% | +13.5% | +27.3% |
| 1Y | +57.3% | +51.1% | +6.2% | +42.1% |
| All | +57.3% | +50.9% | +6.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling