+21,908.6%
LLY vs NOC
+17,539.7%
+4,368.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +21.5% | +14.1% | +7.3% | +17.6% |
| 3M | +16.4% | -4.6% | +21.1% | +17.6% |
| 6M | +51.5% | +0.7% | +50.8% | +50.7% |
| YTD | +33.9% | -2.6% | +36.5% | +33.4% |
| 1Y | +49.1% | -1.0% | +50.1% | +47.9% |
| 3Y | +144.6% | +24.5% | +120.1% | +126.3% |
| 5Y | +466.3% | +64.3% | +402.0% | +381.5% |
| 10Y | +2,024.1% | +162.8% | +1,861.4% | +1,484.2% |
| All | +21,908.6% | +17,539.7% | +4,368.9% | +8,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling