+92.7%
LLY vs NVD
-99.1%
+191.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | +0.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.0% |
| 30D | -8.6% | -9.3% | +0.7% | -9.0% |
| 3M | -1.6% | -22.1% | +20.4% | -2.7% |
| 6M | +11.8% | -45.8% | +57.6% | +8.1% |
| YTD | +5.1% | -46.7% | +51.8% | +1.8% |
| 1Y | +50.7% | -59.5% | +110.2% | +43.5% |
| All | +92.7% | -99.1% | +191.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling