+164.1%
LLY vs NVD
-98.6%
+262.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.9% | -9.4% | +2.0% |
| 7D | +1.6% | +43.9% | -42.3% | +3.7% |
| 30D | +21.5% | +74.0% | -52.6% | +25.2% |
| 3M | +16.4% | +48.3% | -31.9% | +19.2% |
| 6M | +51.5% | +30.3% | +21.2% | +54.6% |
| YTD | +33.9% | -12.9% | +46.8% | +33.4% |
| 1Y | +49.1% | -4.0% | +53.1% | +50.0% |
| 3Y | +144.6% | -98.5% | +243.1% | +69.5% |
| All | +164.1% | -98.6% | +262.7% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling