+1,560.7%
LLY vs NOK
+133.4%
+1,427.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -3.2% | +8.7% | -11.9% | -3.9% |
| 30D | -7.4% | +12.5% | -19.9% | -8.5% |
| 3M | -1.0% | -20.7% | +19.7% | +0.6% |
| 6M | +12.5% | +36.2% | -23.7% | +7.2% |
| YTD | +5.0% | +64.1% | -59.1% | -2.2% |
| 1Y | +49.8% | +132.4% | -82.6% | +33.3% |
| 3Y | +95.5% | +182.9% | -87.4% | +68.9% |
| 5Y | +390.7% | +102.8% | +287.9% | +336.0% |
| All | +1,560.7% | +133.4% | +1,427.3% | +1,254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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