+12,017.6%
LLY vs NTAP
+22,264.5%
-10,246.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.9% |
| 7D | +0.1% | -5.0% | +5.0% | +0.5% |
| 30D | +19.7% | -25.8% | +45.5% | +22.7% |
| 3M | +19.3% | -6.9% | +26.1% | +19.5% |
| 6M | +49.3% | +50.0% | -0.7% | +42.4% |
| YTD | +32.0% | +66.9% | -34.9% | +24.4% |
| 1Y | +53.7% | +58.3% | -4.5% | +45.5% |
| 3Y | +143.7% | +145.1% | -1.4% | +120.0% |
| 5Y | +463.9% | +114.2% | +349.7% | +412.0% |
| 10Y | +2,006.3% | +576.6% | +1,429.8% | +1,596.5% |
| All | +12,017.6% | +22,264.5% | -10,246.9% | +5,580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling