+17,170.0%
LLY vs NYT
+772.2%
+16,397.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -3.1% | +0.3% | -3.5% | -3.2% |
| 30D | -5.1% | +7.0% | -12.0% | -6.1% |
| 3M | -2.1% | -7.9% | +5.8% | -1.1% |
| 6M | +13.8% | -15.0% | +28.9% | +16.2% |
| YTD | +5.1% | -1.3% | +6.4% | +4.4% |
| 1Y | +53.1% | +16.9% | +36.2% | +47.7% |
| 3Y | +95.6% | +58.9% | +36.7% | +77.8% |
| 5Y | +361.5% | +40.9% | +320.6% | +320.6% |
| 10Y | +1,545.2% | +471.8% | +1,073.4% | +1,051.5% |
| All | +17,170.0% | +772.2% | +16,397.9% | +9,155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling