+49.1%
LLY vs NEM
+39.8%
+9.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.7% |
| 7D | +1.6% | +11.6% | -10.0% | +0.8% |
| 30D | +21.5% | +1.8% | +19.7% | +21.2% |
| 3M | +16.4% | +2.5% | +13.9% | +16.0% |
| 6M | +51.5% | +3.4% | +48.1% | +51.2% |
| YTD | +33.9% | +20.9% | +13.0% | +30.3% |
| 1Y | +49.1% | +37.2% | +11.9% | +43.5% |
| All | +49.1% | +39.8% | +9.3% | +43.5% |
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