+21,596.1%
LLY vs NOC
+17,233.0%
+4,363.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.8% |
| 30D | +19.7% | +12.1% | +7.6% | +16.4% |
| 3M | +19.3% | -5.3% | +24.5% | +20.6% |
| 6M | +49.3% | -1.0% | +50.4% | +49.2% |
| YTD | +32.0% | -4.3% | +36.3% | +32.1% |
| 1Y | +53.7% | -3.6% | +57.4% | +53.4% |
| 3Y | +143.7% | +22.9% | +120.8% | +126.2% |
| 5Y | +463.9% | +60.4% | +403.5% | +382.3% |
| 10Y | +2,006.3% | +161.3% | +1,845.1% | +1,473.3% |
| All | +21,596.1% | +17,233.0% | +4,363.1% | +7,947.6% |
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 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