+3,479.3%
LLY vs NLY
+1,239.1%
+2,240.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -1.6% | +7.6% | -9.3% | -3.0% |
| 6M | +11.8% | +8.9% | +2.9% | +10.0% |
| YTD | +5.1% | +8.1% | -2.9% | +3.4% |
| 1Y | +50.7% | +15.8% | +34.9% | +46.4% |
| 3Y | +95.7% | +70.2% | +25.5% | +76.6% |
| 5Y | +390.2% | +30.0% | +360.2% | +357.6% |
| 10Y | +1,580.3% | +86.8% | +1,493.5% | +1,325.0% |
| All | +3,479.3% | +1,239.1% | +2,240.2% | +2,733.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling