+1,401.5%
LLY vs NTR
+98.7%
+1,302.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.2% |
| 7D | -3.2% | -2.5% | -0.7% | -2.9% |
| 30D | -7.4% | +17.0% | -24.5% | -9.1% |
| 3M | -1.0% | +22.2% | -23.2% | -3.4% |
| 6M | +12.5% | +5.2% | +7.3% | +11.4% |
| YTD | +5.0% | +29.7% | -24.7% | +1.2% |
| 1Y | +49.8% | +39.4% | +10.4% | +42.8% |
| 3Y | +95.5% | +38.2% | +57.3% | +85.5% |
| 5Y | +390.7% | +47.6% | +343.1% | +337.1% |
| All | +1,401.5% | +98.7% | +1,302.8% | +1,103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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