+140.8%
LLY vs NXT
+175.5%
-34.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.2% |
| 7D | +6.7% | -9.4% | +16.2% | +6.9% |
| 30D | +19.6% | +15.1% | +4.5% | +19.3% |
| 3M | +19.7% | -9.1% | +28.8% | +20.0% |
| 6M | +42.7% | -30.3% | +73.0% | +43.9% |
| YTD | +35.1% | +9.1% | +26.0% | +34.1% |
| 1Y | +42.2% | +7.9% | +34.3% | +41.0% |
| 3Y | +140.8% | +176.5% | -35.7% | +134.9% |
| All | +140.8% | +175.5% | -34.7% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling