+1,580.3%
LLY vs NWSA
+144.0%
+1,436.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.5% |
| 30D | -8.6% | +4.3% | -12.9% | -9.3% |
| 3M | -1.6% | +9.2% | -10.9% | -3.3% |
| 6M | +11.8% | +21.6% | -9.7% | +7.6% |
| YTD | +5.1% | +14.2% | -9.1% | +2.2% |
| 1Y | +50.7% | +1.8% | +49.0% | +49.3% |
| 3Y | +95.7% | +44.4% | +51.2% | +80.8% |
| 5Y | +390.2% | +41.0% | +349.2% | +346.8% |
| 10Y | +1,580.3% | +150.0% | +1,430.3% | +1,186.7% |
| All | +1,580.3% | +144.0% | +1,436.3% | +1,186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling