+132.2%
LLY vs NEM
+228.5%
-96.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -4.5% | +13.4% | -17.9% | -5.4% |
| 30D | +13.9% | +6.5% | +7.4% | +13.2% |
| 3M | +13.8% | +14.9% | -1.2% | +12.3% |
| 6M | +37.6% | +5.5% | +32.1% | +36.6% |
| YTD | +26.6% | +21.9% | +4.7% | +23.6% |
| 1Y | +45.3% | +47.9% | -2.5% | +39.6% |
| 3Y | +132.2% | +238.2% | -106.0% | +121.1% |
| All | +132.2% | +228.5% | -96.2% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling