+1,902.8%
LLY vs NVT
+492.6%
+1,410.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +4.6% | +17.4% | -12.8% | +2.3% |
| 30D | +22.4% | -28.4% | +50.7% | +27.2% |
| 3M | +17.1% | -32.4% | +49.5% | +22.3% |
| 6M | +44.6% | -32.2% | +76.8% | +49.8% |
| YTD | +33.5% | +14.0% | +19.5% | +25.1% |
| 1Y | +41.1% | +4.3% | +36.8% | +34.2% |
| 3Y | +143.8% | +131.7% | +12.0% | +93.7% |
| 5Y | +473.4% | +232.4% | +241.0% | +318.0% |
| All | +1,902.8% | +492.6% | +1,410.2% | +1,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling