+1,475.9%
LLY vs NVT
+694.8%
+781.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | -7.4% | -7.2% | -0.3% | -6.6% |
| 3M | -1.0% | -0.9% | -0.1% | -1.9% |
| 6M | +12.5% | +42.6% | -30.1% | +4.1% |
| YTD | +5.0% | +52.9% | -47.9% | -4.5% |
| 1Y | +49.8% | +64.5% | -14.7% | +33.8% |
| 3Y | +95.5% | +178.0% | -82.5% | +53.7% |
| 5Y | +390.7% | +402.8% | -12.1% | +239.1% |
| All | +1,475.9% | +694.8% | +781.0% | +864.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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