+91.2%
LLY vs NLY
+64.2%
+27.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.9% | -4.0% | +1.1% | -1.7% |
| 30D | -8.4% | -5.2% | -3.2% | -6.9% |
| 3M | -3.8% | +2.8% | -6.6% | -4.6% |
| 6M | +11.9% | +4.2% | +7.7% | +10.3% |
| YTD | +4.3% | +4.7% | -0.3% | +2.3% |
| 1Y | +48.5% | +12.7% | +35.7% | +41.8% |
| 3Y | +91.2% | +62.5% | +28.7% | +73.5% |
| All | +91.2% | +64.2% | +27.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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