+1,545.2%
LLY vs NOC
+187.2%
+1,357.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -3.1% | -2.7% | -0.4% | -2.4% |
| 30D | -5.1% | -8.9% | +3.8% | -2.6% |
| 3M | -2.1% | -3.7% | +1.6% | -1.3% |
| 6M | +13.8% | -30.8% | +44.6% | +25.9% |
| YTD | +5.1% | -7.9% | +13.0% | +6.2% |
| 1Y | +53.1% | -9.4% | +62.5% | +55.2% |
| 3Y | +95.6% | +29.0% | +66.7% | +73.5% |
| 5Y | +361.5% | +56.1% | +305.4% | +270.4% |
| 10Y | +1,545.2% | +186.3% | +1,358.9% | +916.1% |
| All | +1,545.2% | +187.2% | +1,357.9% | +916.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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