+50.7%
LLY vs NSC
+19.4%
+31.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.1% | -2.0% | -1.0% | -2.7% |
| 30D | -8.6% | -3.2% | -5.4% | -8.1% |
| 3M | -1.6% | +3.9% | -5.6% | -2.0% |
| 6M | +11.8% | +7.8% | +4.0% | +10.1% |
| YTD | +5.1% | +13.4% | -8.3% | +2.2% |
| 1Y | +50.7% | +20.3% | +30.4% | +52.4% |
| All | +50.7% | +19.4% | +31.3% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling