-38.7%
NOW vs LLY
+60.1%
-98.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -27.5% | +10.1% | -37.6% | -27.4% |
| 30D | -20.0% | +24.0% | -44.1% | -21.1% |
| 3M | -7.9% | +27.3% | -35.2% | -9.4% |
| 6M | +18.3% | +47.0% | -28.6% | +16.3% |
| YTD | -29.0% | +32.6% | -61.6% | -29.3% |
| 1Y | -38.7% | +57.3% | -96.1% | -38.1% |
| All | -38.7% | +60.1% | -98.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling