+440.7%
LLY vs NSC
+25.0%
+415.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -4.5% | -6.2% | +1.8% | -3.2% |
| 30D | +13.9% | +2.6% | +11.3% | +13.5% |
| 3M | +13.8% | -5.8% | +19.6% | +15.1% |
| 6M | +37.6% | +2.1% | +35.5% | +36.9% |
| YTD | +26.6% | +12.7% | +13.9% | +23.4% |
| 1Y | +45.3% | +15.9% | +29.5% | +40.9% |
| 3Y | +132.2% | +74.0% | +58.2% | +105.8% |
| All | +440.7% | +25.0% | +415.7% | +405.0% |
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