-25.7%
NOW vs LLY
+467.1%
-492.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | 0.0% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -27.0% | +19.7% | -46.8% | -29.9% |
| 3M | -17.7% | +19.3% | -37.0% | -20.9% |
| 6M | +12.7% | +49.3% | -36.6% | +3.4% |
| YTD | -32.9% | +32.0% | -64.9% | -37.1% |
| 1Y | -40.4% | +53.7% | -94.1% | -46.1% |
| 3Y | -17.1% | +143.7% | -160.8% | -35.4% |
| 5Y | -25.7% | +463.9% | -489.6% | -63.2% |
| All | -25.7% | +467.1% | -492.8% | -63.2% |
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