+361.5%
LLY vs NOK
+98.3%
+263.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.6% |
| 7D | -3.1% | +7.3% | -10.4% | -3.5% |
| 30D | -5.1% | +13.8% | -18.9% | -5.9% |
| 3M | -2.1% | -27.0% | +24.9% | +0.3% |
| 6M | +13.8% | +37.6% | -23.8% | +8.0% |
| YTD | +5.1% | +64.6% | -59.5% | -2.6% |
| 1Y | +53.1% | +132.0% | -78.9% | +34.1% |
| 3Y | +95.6% | +183.7% | -88.0% | +65.8% |
| 5Y | +361.5% | +101.3% | +260.2% | +315.6% |
| All | +361.5% | +98.3% | +263.2% | +315.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling