+361.5%
LLY vs NSC
+46.6%
+314.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -5.1% | -1.9% | -3.2% | -4.7% |
| 3M | -2.1% | +6.2% | -8.3% | -3.2% |
| 6M | +13.8% | +9.2% | +4.7% | +11.7% |
| YTD | +5.1% | +15.0% | -9.9% | +2.0% |
| 1Y | +53.1% | +21.1% | +32.0% | +47.1% |
| 3Y | +95.6% | +78.6% | +17.0% | +72.6% |
| 5Y | +361.5% | +45.9% | +315.6% | +320.4% |
| All | +361.5% | +46.6% | +314.9% | +320.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling