+49.9%
LLY vs NEM
+68.0%
-18.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | -3.1% | +3.1% | -6.1% | -3.4% |
| 30D | -8.6% | +10.0% | -18.6% | -9.5% |
| 3M | -1.6% | +30.9% | -32.5% | -4.3% |
| 6M | +11.8% | +10.5% | +1.3% | +10.3% |
| YTD | +5.1% | +29.7% | -24.6% | +1.2% |
| All | +49.9% | +68.0% | -18.1% | +41.6% |
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