+57.3%
LLY vs NRG
-50.8%
+108.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.5% | +14.1% | +0.2% |
| 7D | +10.1% | -13.7% | +23.8% | +9.6% |
| 30D | +24.0% | -13.6% | +37.6% | +23.6% |
| 3M | +27.3% | -28.5% | +55.8% | +26.0% |
| 6M | +47.0% | -45.8% | +92.7% | +45.3% |
| YTD | +32.6% | -46.9% | +79.5% | +32.4% |
| 1Y | +57.3% | -49.7% | +107.1% | +56.6% |
| All | +57.3% | -50.8% | +108.1% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling