+382.7%
LLY vs NVTS
-17.0%
+399.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.1% |
| 7D | -3.1% | +3.5% | -6.6% | -3.1% |
| 30D | -8.6% | -11.9% | +3.3% | -8.5% |
| 3M | -1.6% | -49.2% | +47.6% | -1.1% |
| 6M | +11.8% | +38.4% | -26.6% | +11.0% |
| YTD | +5.1% | +62.5% | -57.4% | +4.0% |
| 1Y | +50.7% | +101.4% | -50.7% | +48.4% |
| 3Y | +95.7% | +40.4% | +55.2% | +91.0% |
| All | +382.7% | -17.0% | +399.7% | +379.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling