+166.5%
LLY vs NVD
-98.5%
+265.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.5% |
| 7D | +6.7% | +28.6% | -21.9% | +8.2% |
| 30D | +19.6% | +73.6% | -54.1% | +23.2% |
| 3M | +19.7% | +70.1% | -50.4% | +23.5% |
| 6M | +42.7% | +53.6% | -10.8% | +47.2% |
| YTD | +35.1% | -7.0% | +42.1% | +35.1% |
| 1Y | +42.2% | -9.0% | +51.2% | +42.2% |
| 3Y | +140.8% | -98.3% | +239.1% | +67.7% |
| All | +166.5% | -98.5% | +265.0% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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