+92.5%
LLY vs NRG
+198.7%
-106.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -7.4% | -6.8% | -0.6% | -7.0% |
| 3M | -1.0% | -7.1% | +6.1% | -1.0% |
| 6M | +12.5% | -27.6% | +40.1% | +15.4% |
| YTD | +5.0% | -29.2% | +34.2% | +7.6% |
| 1Y | +49.8% | -29.9% | +79.6% | +52.9% |
| All | +92.5% | +198.7% | -106.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling