+483.3%
LLY vs NVT
+226.5%
+256.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +6.7% | +8.0% | -1.2% | +5.9% |
| 30D | +19.6% | -24.8% | +44.3% | +22.6% |
| 3M | +19.7% | -32.4% | +52.1% | +23.9% |
| 6M | +42.7% | -33.5% | +76.2% | +47.3% |
| YTD | +35.1% | +13.2% | +21.9% | +25.7% |
| 1Y | +42.2% | +9.0% | +33.2% | +33.0% |
| 3Y | +140.8% | +129.4% | +11.4% | +84.8% |
| All | +483.3% | +226.5% | +256.8% | +292.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling