+390.2%
LLY vs NTR
+55.5%
+334.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -8.6% | +21.7% | -30.3% | -9.3% |
| 3M | -1.6% | +22.8% | -24.4% | -2.4% |
| 6M | +11.8% | +8.2% | +3.6% | +11.3% |
| YTD | +5.1% | +32.9% | -27.8% | +3.7% |
| 1Y | +50.7% | +45.3% | +5.4% | +48.0% |
| 3Y | +95.7% | +41.7% | +54.0% | +92.2% |
| 5Y | +390.2% | +49.8% | +340.3% | +367.0% |
| All | +390.2% | +55.5% | +334.6% | +367.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling