+1,549.9%
LLY vs NYT
+489.9%
+1,060.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -8.4% | +4.6% | -13.0% | -9.0% |
| 3M | -3.8% | -9.6% | +5.8% | -2.7% |
| 6M | +11.9% | -14.0% | +25.9% | +13.8% |
| YTD | +4.3% | -2.8% | +7.2% | +3.8% |
| 1Y | +48.5% | +15.6% | +32.9% | +43.4% |
| 3Y | +91.2% | +56.3% | +34.9% | +74.3% |
| 5Y | +387.5% | +39.5% | +348.0% | +345.1% |
| All | +1,549.9% | +489.9% | +1,060.0% | +1,159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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