+92.7%
LLY vs NI
+70.0%
+22.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | -8.6% | -0.3% | -8.4% | -8.6% |
| 3M | -1.6% | -9.5% | +7.8% | +0.7% |
| 6M | +11.8% | -10.2% | +22.1% | +14.8% |
| YTD | +5.1% | +1.8% | +3.3% | +4.9% |
| 1Y | +50.7% | +5.7% | +45.0% | +49.0% |
| All | +92.7% | +70.0% | +22.7% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling