+390.2%
LLY vs NI
+95.2%
+295.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -3.1% | +1.3% | -4.4% | -3.5% |
| 30D | -8.6% | -0.3% | -8.4% | -8.6% |
| 3M | -1.6% | -9.5% | +7.8% | +1.2% |
| 6M | +11.8% | -10.2% | +22.1% | +15.4% |
| YTD | +5.1% | +1.8% | +3.3% | +4.3% |
| 1Y | +50.7% | +5.7% | +45.0% | +47.7% |
| 3Y | +95.7% | +69.6% | +26.1% | +64.0% |
| 5Y | +390.2% | +95.8% | +294.4% | +287.8% |
| All | +390.2% | +95.2% | +295.0% | +287.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling