+42.2%
LLY vs NOC
-0.7%
+42.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | +4.8% | +1.9% | +6.1% |
| 30D | +19.6% | +11.0% | +8.5% | +18.3% |
| 3M | +19.7% | -3.8% | +23.5% | +19.5% |
| 6M | +42.7% | +0.6% | +42.1% | +42.4% |
| YTD | +35.1% | -2.3% | +37.4% | +36.8% |
| 1Y | +42.2% | +0.3% | +41.9% | +42.5% |
| All | +42.2% | -0.7% | +42.9% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling