+17,174.7%
LLY vs NTRS
+7,612.4%
+9,562.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -8.6% | -1.2% | -7.4% | -8.4% |
| 3M | -1.6% | +8.8% | -10.4% | -3.9% |
| 6M | +11.8% | +34.7% | -22.9% | +3.2% |
| YTD | +5.1% | +37.2% | -32.1% | -3.7% |
| 1Y | +50.7% | +46.3% | +4.4% | +35.4% |
| 3Y | +95.7% | +163.2% | -67.5% | +48.5% |
| 5Y | +390.2% | +86.9% | +303.2% | +295.3% |
| 10Y | +1,580.3% | +250.9% | +1,329.4% | +983.6% |
| All | +17,174.7% | +7,612.4% | +9,562.2% | +4,107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling