+49.8%
LLY vs NTR
+41.6%
+8.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | -0.1% |
| 7D | -3.2% | -2.5% | -0.7% | -3.2% |
| 30D | -7.4% | +17.0% | -24.5% | -7.3% |
| 3M | -1.0% | +22.2% | -23.2% | -0.7% |
| 6M | +12.5% | +5.2% | +7.3% | +12.4% |
| YTD | +5.0% | +29.7% | -24.7% | +6.3% |
| 1Y | +49.8% | +39.4% | +10.4% | +53.4% |
| All | +49.8% | +41.6% | +8.1% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling