+95.6%
LLY vs NVT
+193.5%
-97.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.6% |
| 7D | -3.1% | +10.4% | -13.5% | -4.1% |
| 30D | -5.1% | -1.3% | -3.8% | -5.1% |
| 3M | -2.1% | -0.6% | -1.4% | -2.6% |
| 6M | +13.8% | +53.8% | -39.9% | +5.4% |
| YTD | +5.1% | +60.2% | -55.1% | -3.9% |
| 1Y | +53.1% | +76.8% | -23.7% | +36.9% |
| 3Y | +95.6% | +191.2% | -95.6% | +56.0% |
| All | +95.6% | +193.5% | -97.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling