+443.8%
LLY vs NOC
+56.0%
+387.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -4.5% | -5.8% | +1.4% | -3.5% |
| 30D | +13.9% | +10.9% | +3.0% | +12.0% |
| 3M | +13.8% | -7.1% | +20.9% | +15.0% |
| 6M | +37.6% | -5.3% | +42.9% | +38.6% |
| YTD | +26.6% | -6.8% | +33.4% | +26.9% |
| 1Y | +45.3% | -6.7% | +52.1% | +45.6% |
| 3Y | +132.2% | +17.2% | +115.0% | +121.5% |
| All | +443.8% | +56.0% | +387.8% | +391.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling