+1,025.9%
LLY vs NET
+1,449.6%
-423.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.1% | -7.0% | +4.8% | -1.8% |
| 30D | -1.6% | -4.8% | +3.2% | -1.5% |
| 3M | +2.3% | +3.8% | -1.5% | +1.8% |
| 6M | +14.9% | +50.0% | -35.2% | +11.7% |
| YTD | +7.5% | +41.5% | -34.0% | +4.6% |
| 1Y | +55.7% | +32.8% | +22.9% | +51.8% |
| 3Y | +110.6% | +335.9% | -225.3% | +91.0% |
| 5Y | +363.4% | +113.8% | +249.6% | +321.7% |
| All | +1,025.9% | +1,449.6% | -423.6% | +690.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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