+1,580.3%
LLY vs NEM
+299.2%
+1,281.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | -3.1% | +3.1% | -6.1% | -3.3% |
| 30D | -8.6% | +10.0% | -18.6% | -9.3% |
| 3M | -1.6% | +30.9% | -32.5% | -3.7% |
| 6M | +11.8% | +10.5% | +1.3% | +10.6% |
| YTD | +5.1% | +29.7% | -24.6% | +2.6% |
| 1Y | +50.7% | +71.1% | -20.4% | +44.2% |
| 3Y | +95.7% | +252.1% | -156.4% | +78.3% |
| 5Y | +390.2% | +157.7% | +232.5% | +352.9% |
| 10Y | +1,580.3% | +319.4% | +1,261.0% | +1,397.4% |
| All | +1,580.3% | +299.2% | +1,281.1% | +1,397.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling