+2,024.1%
LLY vs NSC
+301.1%
+1,723.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.6% | -3.4% | +5.0% | +2.6% |
| 30D | +21.5% | +3.6% | +17.8% | +20.5% |
| 3M | +16.4% | -1.4% | +17.8% | +16.9% |
| 6M | +51.5% | +6.0% | +45.5% | +49.0% |
| YTD | +33.9% | +15.5% | +18.4% | +28.6% |
| 1Y | +49.1% | +16.2% | +32.9% | +42.9% |
| 3Y | +144.6% | +76.9% | +67.7% | +106.8% |
| 5Y | +466.3% | +29.3% | +437.0% | +414.4% |
| 10Y | +2,024.1% | +298.3% | +1,725.9% | +1,376.7% |
| All | +2,024.1% | +301.1% | +1,723.0% | +1,376.7% |
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