+238.4%
LLY vs NXT
+181.9%
+56.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -3.1% | +2.9% | -6.0% | -3.2% |
| 30D | -5.1% | -17.2% | +12.2% | -4.7% |
| 3M | -2.1% | -32.0% | +29.9% | -1.1% |
| 6M | +13.8% | -15.8% | +29.6% | +13.9% |
| YTD | +5.1% | -1.9% | +7.0% | +4.5% |
| 1Y | +53.1% | +22.5% | +30.6% | +50.9% |
| 3Y | +95.6% | +100.5% | -4.9% | +87.6% |
| All | +238.4% | +181.9% | +56.4% | +226.6% |
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