+2,950.9%
LLY vs NRG
+1,598.0%
+1,353.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -3.1% | +9.3% | -12.4% | -4.5% |
| 30D | -5.1% | +1.3% | -6.4% | -5.5% |
| 3M | -2.1% | -6.0% | +3.9% | -1.9% |
| 6M | +13.8% | -22.0% | +35.8% | +17.0% |
| YTD | +5.1% | -24.1% | +29.2% | +7.9% |
| 1Y | +53.1% | -18.0% | +71.1% | +54.3% |
| 3Y | +95.6% | +220.0% | -124.4% | +49.5% |
| 5Y | +361.5% | +201.1% | +160.4% | +250.2% |
| 10Y | +1,545.2% | +1,085.1% | +460.1% | +833.6% |
| All | +2,950.9% | +1,598.0% | +1,353.0% | +1,658.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling