+1,549.9%
LLY vs NTRS
+259.9%
+1,289.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -2.9% | +1.4% | -4.3% | -3.2% |
| 30D | -8.4% | -0.7% | -7.8% | -8.4% |
| 3M | -3.8% | +11.3% | -15.1% | -6.0% |
| 6M | +11.9% | +35.5% | -23.6% | +4.8% |
| YTD | +4.3% | +40.6% | -36.3% | -3.3% |
| 1Y | +48.5% | +49.2% | -0.8% | +35.7% |
| 3Y | +91.2% | +167.2% | -76.0% | +52.6% |
| 5Y | +387.5% | +94.9% | +292.5% | +309.5% |
| All | +1,549.9% | +259.9% | +1,289.9% | +948.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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