+22,816.6%
LLY vs NOK
+1,309.9%
+21,506.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | +1.6% | -2.7% | +4.3% | +1.9% |
| 30D | +21.5% | -20.4% | +41.8% | +24.2% |
| 3M | +16.4% | -9.6% | +26.1% | +16.7% |
| 6M | +51.5% | -35.6% | +87.1% | +56.3% |
| YTD | +33.9% | +27.5% | +6.4% | +25.9% |
| 1Y | +49.1% | +18.4% | +30.7% | +41.4% |
| 3Y | +144.6% | +151.8% | -7.2% | +107.3% |
| 5Y | +466.3% | +61.1% | +405.2% | +403.2% |
| 10Y | +2,024.1% | +123.7% | +1,900.5% | +1,599.3% |
| All | +22,816.6% | +1,309.9% | +21,506.7% | +13,854.0% |
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