+1,402.7%
LLY vs NTR
+103.6%
+1,299.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -3.1% | +3.8% | -7.0% | -3.5% |
| 30D | -5.1% | +25.2% | -30.3% | -7.5% |
| 3M | -2.1% | +21.0% | -23.1% | -4.3% |
| 6M | +13.8% | +7.6% | +6.2% | +12.5% |
| YTD | +5.1% | +32.9% | -27.8% | +1.1% |
| 1Y | +53.1% | +43.1% | +10.1% | +45.6% |
| 3Y | +95.6% | +41.6% | +54.0% | +85.2% |
| 5Y | +361.5% | +54.8% | +306.7% | +307.7% |
| All | +1,402.7% | +103.6% | +1,299.2% | +1,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling