+21,908.6%
LLY vs NEM
+450.4%
+21,458.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.6% |
| 7D | +1.6% | +11.6% | -10.0% | +1.2% |
| 30D | +21.5% | +1.8% | +19.7% | +21.3% |
| 3M | +16.4% | +2.5% | +13.9% | +16.2% |
| 6M | +51.5% | +3.4% | +48.1% | +51.0% |
| YTD | +33.9% | +20.9% | +13.0% | +32.5% |
| 1Y | +49.1% | +37.2% | +11.9% | +46.8% |
| 3Y | +144.6% | +271.6% | -127.0% | +131.7% |
| 5Y | +466.3% | +136.6% | +329.7% | +442.7% |
| 10Y | +2,024.1% | +342.6% | +1,681.5% | +1,883.5% |
| All | +21,908.6% | +450.4% | +21,458.2% | +20,652.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling