+20,705.6%
LLY vs NSC
+5,599.8%
+15,105.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -4.5% | -6.2% | +1.8% | -2.9% |
| 30D | +13.9% | +2.6% | +11.3% | +13.2% |
| 3M | +13.8% | -5.8% | +19.6% | +15.4% |
| 6M | +37.6% | +2.1% | +35.5% | +36.6% |
| YTD | +26.6% | +12.7% | +13.9% | +22.4% |
| 1Y | +45.3% | +15.9% | +29.5% | +39.5% |
| 3Y | +132.2% | +74.0% | +58.2% | +98.4% |
| 5Y | +434.7% | +25.2% | +409.5% | +389.7% |
| 10Y | +2,084.3% | +326.2% | +1,758.1% | +1,315.3% |
| All | +20,705.6% | +5,599.8% | +15,105.8% | +5,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling