+2,053.0%
LLY vs NOK
+133.3%
+1,919.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | +4.6% | +11.0% | -6.4% | +3.8% |
| 30D | +22.4% | -16.0% | +38.4% | +23.6% |
| 3M | +17.1% | -19.8% | +36.9% | +18.4% |
| 6M | +44.6% | -37.1% | +81.8% | +48.1% |
| YTD | +33.5% | +28.0% | +5.5% | +26.3% |
| 1Y | +41.1% | +17.9% | +23.2% | +34.6% |
| 3Y | +143.8% | +152.7% | -9.0% | +111.3% |
| 5Y | +473.4% | +62.3% | +411.1% | +416.8% |
| All | +2,053.0% | +133.3% | +1,919.7% | +1,589.3% |
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