+1,560.7%
LLY vs NI
+143.3%
+1,417.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -7.4% | -1.4% | -6.0% | -7.1% |
| 3M | -1.0% | -10.6% | +9.5% | +2.6% |
| 6M | +12.5% | -9.9% | +22.4% | +16.3% |
| YTD | +5.0% | +1.2% | +3.8% | +4.2% |
| 1Y | +49.8% | +4.4% | +45.3% | +46.7% |
| 3Y | +95.5% | +68.6% | +26.9% | +59.5% |
| 5Y | +390.7% | +98.0% | +292.7% | +273.5% |
| All | +1,560.7% | +143.3% | +1,417.4% | +1,072.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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