+390.2%
LLY vs NKE
-75.2%
+465.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | -3.1% | -2.3% | -0.8% | -2.7% |
| 30D | -8.6% | -10.4% | +1.7% | -7.1% |
| 3M | -1.6% | -15.5% | +13.8% | +0.8% |
| 6M | +11.8% | -32.6% | +44.5% | +18.3% |
| YTD | +5.1% | -39.8% | +44.9% | +13.1% |
| 1Y | +50.7% | -47.6% | +98.3% | +65.4% |
| 3Y | +95.7% | -59.0% | +154.7% | +115.9% |
| 5Y | +390.2% | -74.9% | +465.1% | +487.9% |
| All | +390.2% | -75.2% | +465.4% | +487.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling