+390.6%
LLY vs NYT
+38.8%
+351.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | -3.8% | -9.6% | +5.8% | -3.1% |
| 6M | +11.9% | -14.0% | +25.9% | +13.2% |
| YTD | +4.3% | -2.8% | +7.2% | +3.7% |
| 1Y | +48.5% | +15.6% | +32.9% | +43.9% |
| 3Y | +91.2% | +56.3% | +34.9% | +76.4% |
| All | +390.6% | +38.8% | +351.8% | +320.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling