+1,289.1%
LLY vs NET
+1,381.0%
-91.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | +10.1% | -16.4% | +26.4% | +10.9% |
| 30D | +24.0% | -25.8% | +49.9% | +25.7% |
| 3M | +27.3% | -11.5% | +38.8% | +27.6% |
| 6M | +47.0% | +18.9% | +28.0% | +44.5% |
| YTD | +32.6% | +35.2% | -2.6% | +29.0% |
| 1Y | +57.3% | +14.5% | +42.9% | +54.4% |
| 3Y | +154.9% | +313.8% | -158.9% | +131.4% |
| 5Y | +447.5% | +32.6% | +415.0% | +415.8% |
| All | +1,289.1% | +1,381.0% | -91.9% | +874.4% |
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