+499.2%
NOW vs LLY
+2,062.5%
-1,563.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.0% | -4.5% | +1.5% | -1.7% |
| 30D | -26.0% | +13.9% | -39.9% | -29.3% |
| 3M | -13.1% | +13.8% | -26.9% | -17.0% |
| 6M | +14.5% | +37.6% | -23.1% | +3.1% |
| YTD | -33.4% | +26.6% | -60.0% | -39.0% |
| 1Y | -40.6% | +45.3% | -86.0% | -48.0% |
| 3Y | -16.3% | +132.2% | -148.5% | -40.3% |
| 5Y | -26.3% | +434.7% | -461.0% | -63.3% |
| All | +499.2% | +2,062.5% | -1,563.3% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling