+140.8%
LLY vs NVDL
+266.0%
-125.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.2% | +1.4% |
| 7D | +6.7% | -24.8% | +31.5% | +8.1% |
| 30D | +19.6% | -48.0% | +67.6% | +23.0% |
| 3M | +19.7% | -51.5% | +71.2% | +23.3% |
| 6M | +42.7% | -54.9% | +97.7% | +47.0% |
| YTD | +35.1% | -39.2% | +74.4% | +35.2% |
| 1Y | +42.2% | -41.1% | +83.3% | +42.3% |
| 3Y | +140.8% | +262.9% | -122.1% | +80.1% |
| All | +140.8% | +266.0% | -125.2% | +80.1% |
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