+1,512.8%
LLY vs NVT
+699.2%
+813.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -2.1% | +5.1% | -7.2% | -2.9% |
| 30D | -1.6% | -3.7% | +2.1% | -1.3% |
| 3M | +2.3% | -10.1% | +12.4% | +3.1% |
| 6M | +14.9% | +37.5% | -22.6% | +7.0% |
| YTD | +7.5% | +53.7% | -46.3% | -2.3% |
| 1Y | +55.7% | +70.9% | -15.2% | +38.2% |
| 3Y | +110.6% | +180.4% | -69.8% | +65.4% |
| 5Y | +363.4% | +393.5% | -30.0% | +221.5% |
| All | +1,512.8% | +699.2% | +813.6% | +886.3% |
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