+519.9%
LLY vs NU
+17.5%
+502.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.6% | +0.5% |
| 7D | +6.6% | +9.9% | -3.3% | +6.0% |
| 30D | +19.4% | -11.5% | +30.9% | +20.0% |
| 3M | +19.6% | -5.1% | +24.7% | +19.5% |
| 6M | +42.6% | +3.1% | +39.4% | +41.5% |
| YTD | +35.0% | -21.0% | +56.0% | +35.7% |
| 1Y | +42.0% | -15.2% | +57.2% | +42.1% |
| 3Y | +140.5% | +56.4% | +84.0% | +132.5% |
| All | +519.9% | +17.5% | +502.3% | +511.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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