+329.7%
LLY vs NXT
+208.8%
+120.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.3% | -0.6% |
| 7D | +4.6% | -6.0% | +10.6% | +4.7% |
| 30D | +22.4% | +5.4% | +16.9% | +22.2% |
| 3M | +17.1% | -9.7% | +26.8% | +17.4% |
| 6M | +44.6% | -25.3% | +70.0% | +45.4% |
| YTD | +33.5% | +7.5% | +26.0% | +32.4% |
| 1Y | +41.1% | -3.0% | +44.1% | +40.3% |
| 3Y | +143.8% | +171.4% | -27.6% | +132.6% |
| All | +329.7% | +208.8% | +120.9% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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