+1,549.9%
LLY vs NRG
+1,083.9%
+465.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -2.9% | -4.7% | +1.7% | -2.3% |
| 30D | -8.4% | -6.0% | -2.5% | -7.8% |
| 3M | -3.8% | -8.0% | +4.2% | -3.4% |
| 6M | +11.9% | -23.2% | +35.1% | +14.9% |
| YTD | +4.3% | -28.1% | +32.4% | +7.6% |
| 1Y | +48.5% | -27.3% | +75.7% | +52.1% |
| 3Y | +91.2% | +208.7% | -117.4% | +47.1% |
| 5Y | +387.5% | +197.7% | +189.8% | +271.0% |
| All | +1,549.9% | +1,083.9% | +465.9% | +963.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling