+390.2%
LLY vs NVT
+420.2%
-30.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -3.1% | +7.0% | -10.1% | -4.0% |
| 30D | -8.6% | -2.3% | -6.3% | -8.6% |
| 3M | -1.6% | -3.1% | +1.4% | -2.0% |
| 6M | +11.8% | +47.0% | -35.2% | +3.0% |
| YTD | +5.1% | +56.2% | -51.1% | -4.7% |
| 1Y | +50.7% | +74.5% | -23.8% | +33.1% |
| 3Y | +95.7% | +184.0% | -88.3% | +50.5% |
| 5Y | +390.2% | +410.8% | -20.6% | +218.2% |
| All | +390.2% | +420.2% | -30.0% | +218.2% |
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