+2,077.5%
LLY vs NKE
-14.2%
+2,091.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +6.6% | -1.6% | +8.2% | +6.9% |
| 30D | +19.4% | +7.6% | +11.8% | +17.8% |
| 3M | +19.6% | -6.9% | +26.4% | +21.1% |
| 6M | +42.6% | -8.5% | +51.1% | +44.7% |
| YTD | +35.0% | -38.8% | +73.8% | +47.0% |
| 1Y | +42.0% | -40.6% | +82.6% | +55.1% |
| 3Y | +140.5% | -60.9% | +201.4% | +176.9% |
| 5Y | +479.9% | -75.4% | +555.2% | +626.8% |
| All | +2,077.5% | -14.2% | +2,091.6% | +1,949.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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