+1,549.9%
LLY vs NKE
-22.6%
+1,572.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.9% | -4.2% | +1.2% | -2.1% |
| 30D | -8.4% | -8.2% | -0.2% | -7.0% |
| 3M | -3.8% | -19.1% | +15.3% | 0.0% |
| 6M | +11.9% | -32.6% | +44.6% | +19.8% |
| YTD | +4.3% | -40.7% | +45.0% | +14.3% |
| 1Y | +48.5% | -48.9% | +97.3% | +66.9% |
| 3Y | +91.2% | -59.2% | +150.5% | +118.2% |
| 5Y | +387.5% | -75.3% | +462.8% | +509.7% |
| All | +1,549.9% | -22.6% | +1,572.5% | +1,517.3% |
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