+132.2%
LLY vs NVTS
+36.9%
+95.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.5% | -10.3% | -0.8% |
| 7D | -4.5% | +1.5% | -6.0% | -4.5% |
| 30D | +13.9% | -23.8% | +37.7% | +14.1% |
| 3M | +13.8% | -30.6% | +44.3% | +13.9% |
| 6M | +37.6% | -48.4% | +86.0% | +37.9% |
| YTD | +26.6% | +20.6% | +6.0% | +25.5% |
| 1Y | +45.3% | -2.5% | +47.9% | +44.3% |
| 3Y | +132.2% | +44.0% | +88.2% | +120.2% |
| All | +132.2% | +36.9% | +95.3% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling