+107.1%
LLY vs NVD
-99.1%
+206.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | +0.1% |
| 7D | -3.2% | +9.0% | -12.2% | -2.7% |
| 30D | -7.4% | -5.5% | -2.0% | -7.6% |
| 3M | -1.0% | -24.6% | +23.6% | -2.3% |
| 6M | +12.5% | -42.1% | +54.6% | +9.3% |
| YTD | +5.0% | -44.3% | +49.3% | +2.0% |
| 1Y | +49.8% | -54.2% | +103.9% | +44.0% |
| 3Y | +95.5% | -99.1% | +194.6% | +28.8% |
| All | +107.1% | -99.1% | +206.2% | +36.4% |
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