+23,024.0%
LLY vs NOK
+1,279.2%
+21,744.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +6.7% | +5.4% | +1.4% | +6.1% |
| 30D | +19.6% | -14.1% | +33.7% | +21.3% |
| 3M | +19.7% | -23.6% | +43.3% | +22.5% |
| 6M | +42.7% | -45.1% | +87.9% | +50.4% |
| YTD | +35.1% | +24.7% | +10.4% | +27.4% |
| 1Y | +42.2% | +19.0% | +23.2% | +34.7% |
| 3Y | +140.8% | +147.0% | -6.2% | +104.5% |
| 5Y | +480.6% | +58.2% | +422.4% | +416.9% |
| 10Y | +2,061.9% | +122.3% | +1,939.6% | +1,630.2% |
| All | +23,024.0% | +1,279.2% | +21,744.8% | +14,015.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling