+57.3%
LLY vs NVTS
-9.1%
+66.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.0% | -8.4% | +0.6% |
| 7D | +10.1% | -0.3% | +10.4% | +10.1% |
| 30D | +24.0% | -24.4% | +48.4% | +24.2% |
| 3M | +27.3% | -26.5% | +53.8% | +27.3% |
| 6M | +47.0% | -41.4% | +88.4% | +46.5% |
| YTD | +32.6% | +30.7% | +1.9% | +28.6% |
| 1Y | +57.3% | -10.8% | +68.2% | +54.3% |
| All | +57.3% | -9.1% | +66.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling