+92.6%
LLY vs NKE
-58.5%
+151.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -5.1% | -7.7% | +2.6% | -3.9% |
| 3M | -2.1% | -10.9% | +8.9% | -0.5% |
| 6M | +13.8% | -31.9% | +45.7% | +20.1% |
| YTD | +5.1% | -38.6% | +43.7% | +12.6% |
| 1Y | +53.1% | -46.9% | +100.0% | +67.4% |
| All | +92.6% | -58.5% | +151.1% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling