-26.4%
NOW vs LLY
+436.7%
-463.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.0% | -4.5% | +1.5% | -2.2% |
| 30D | -26.0% | +13.9% | -39.9% | -28.2% |
| 3M | -13.1% | +13.8% | -26.9% | -15.8% |
| 6M | +14.5% | +37.6% | -23.1% | +6.7% |
| YTD | -33.4% | +26.6% | -60.0% | -37.1% |
| 1Y | -40.6% | +45.3% | -86.0% | -45.7% |
| 3Y | -16.3% | +132.2% | -148.5% | -34.2% |
| All | -26.4% | +436.7% | -463.1% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling