+2,771.1%
NOW vs LLY
+3,525.9%
-754.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -2.4% | -2.1% | -0.2% | -1.7% |
| 30D | +20.5% | -1.6% | +22.1% | +21.0% |
| 3M | +18.3% | +2.3% | +16.1% | +17.3% |
| 6M | +24.1% | +14.9% | +9.2% | +17.4% |
| YTD | -7.8% | +7.5% | -15.3% | -11.1% |
| 1Y | -21.4% | +55.7% | -77.1% | -34.0% |
| 3Y | +19.5% | +110.6% | -91.1% | -15.1% |
| 5Y | +4.1% | +363.4% | -359.3% | -48.5% |
| 10Y | +826.4% | +1,649.0% | -822.6% | +140.5% |
| All | +2,771.1% | +3,525.9% | -754.8% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling