+1,580.3%
LLY vs NSC
+324.0%
+1,256.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -3.1% | -2.0% | -1.0% | -2.6% |
| 30D | -8.6% | -3.2% | -5.4% | -7.9% |
| 3M | -1.6% | +3.9% | -5.6% | -2.7% |
| 6M | +11.8% | +7.8% | +4.0% | +9.4% |
| YTD | +5.1% | +13.4% | -8.3% | +1.3% |
| 1Y | +50.7% | +20.3% | +30.4% | +43.0% |
| 3Y | +95.7% | +76.1% | +19.6% | +65.1% |
| 5Y | +390.2% | +45.0% | +345.2% | +329.0% |
| 10Y | +1,580.3% | +335.7% | +1,244.6% | +920.5% |
| All | +1,580.3% | +324.0% | +1,256.3% | +920.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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