+140.8%
LLY vs NRG
+123.8%
+16.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.3% |
| 7D | +6.7% | +10.0% | -3.2% | +6.0% |
| 30D | +19.6% | -3.2% | +22.8% | +19.6% |
| 3M | +19.7% | -18.5% | +38.2% | +21.1% |
| 6M | +42.7% | -25.3% | +68.0% | +44.9% |
| YTD | +35.1% | -38.1% | +73.3% | +39.2% |
| 1Y | +42.2% | -40.7% | +82.9% | +47.0% |
| 3Y | +140.8% | +121.8% | +19.0% | +103.2% |
| All | +140.8% | +123.8% | +16.9% | +103.2% |
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