+110.2%
LLY vs NET
+339.9%
-229.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.1% | -7.0% | +4.8% | -1.7% |
| 30D | -1.6% | -4.8% | +3.2% | -1.4% |
| 3M | +2.3% | +3.8% | -1.5% | +1.6% |
| 6M | +14.9% | +50.0% | -35.2% | +10.4% |
| YTD | +7.5% | +41.5% | -34.0% | +3.6% |
| 1Y | +55.7% | +32.8% | +22.9% | +50.2% |
| All | +110.2% | +339.9% | -229.7% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling