+92.5%
LLY vs NVDL
+626.5%
-534.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.2% |
| 7D | -3.2% | -8.7% | +5.5% | -2.7% |
| 30D | -7.4% | -1.3% | -6.1% | -7.5% |
| 3M | -1.0% | +11.4% | -12.4% | -2.3% |
| 6M | +12.5% | +22.9% | -10.4% | +9.3% |
| YTD | +5.0% | +15.4% | -10.4% | +2.1% |
| 1Y | +49.8% | +18.8% | +31.0% | +44.2% |
| All | +92.5% | +626.5% | -534.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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