+1,980.5%
NOW vs LLY
+4,205.3%
-2,224.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.2% | -4.8% |
| 7D | -6.7% | -0.7% | -6.0% | -6.5% |
| 30D | -25.8% | +17.9% | -43.7% | -30.3% |
| 3M | -12.7% | +16.8% | -29.5% | -17.8% |
| 6M | +11.2% | +38.4% | -27.2% | -1.3% |
| YTD | -33.2% | +27.6% | -60.8% | -39.6% |
| 1Y | -41.8% | +48.3% | -90.2% | -50.3% |
| 3Y | -15.7% | +145.4% | -161.0% | -43.2% |
| 5Y | -26.0% | +438.9% | -464.9% | -65.3% |
| 10Y | +515.1% | +2,101.6% | -1,586.5% | +45.5% |
| All | +1,980.5% | +4,205.3% | -2,224.8% | +293.1% |
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 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