+49.1%
LLY vs NVTS
+11.7%
+37.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.4% |
| 7D | +1.6% | +9.6% | -8.0% | +1.7% |
| 30D | +21.5% | -13.0% | +34.4% | +21.4% |
| 3M | +16.4% | -28.8% | +45.2% | +16.3% |
| 6M | +51.5% | -48.5% | +100.0% | +51.5% |
| YTD | +33.9% | +31.4% | +2.5% | +34.8% |
| 1Y | +49.1% | -2.3% | +51.4% | +44.9% |
| All | +49.1% | +11.7% | +37.4% | +44.9% |
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