+1,580.3%
LLY vs NTAP
+581.2%
+999.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -3.1% | +2.2% | -5.3% | -3.5% |
| 30D | -8.6% | -7.0% | -1.6% | -7.6% |
| 3M | -1.6% | +12.3% | -14.0% | -4.2% |
| 6M | +11.8% | +85.1% | -73.3% | -2.2% |
| YTD | +5.1% | +74.8% | -69.7% | -7.3% |
| 1Y | +50.7% | +52.7% | -2.0% | +36.3% |
| 3Y | +95.7% | +147.7% | -52.0% | +57.7% |
| 5Y | +390.2% | +124.8% | +265.4% | +296.6% |
| 10Y | +1,580.3% | +589.7% | +990.6% | +843.6% |
| All | +1,580.3% | +581.2% | +999.1% | +843.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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