+140.8%
LLY vs NTR
+47.6%
+93.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +6.7% | -0.3% | +7.1% | +6.8% |
| 30D | +19.6% | +2.0% | +17.6% | +19.5% |
| 3M | +19.7% | +6.4% | +13.3% | +19.2% |
| 6M | +42.7% | +1.6% | +41.1% | +42.5% |
| YTD | +35.1% | +18.2% | +16.9% | +33.2% |
| 1Y | +42.2% | +23.9% | +18.2% | +39.5% |
| 3Y | +140.8% | +44.7% | +96.1% | +133.8% |
| All | +140.8% | +47.6% | +93.2% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling