+1,579.9%
LLY vs NWSA
+144.9%
+1,434.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -3.1% | -2.6% | -0.5% | -2.6% |
| 30D | -5.1% | +4.6% | -9.6% | -5.9% |
| 3M | -2.1% | +10.2% | -12.3% | -3.9% |
| 6M | +13.8% | +21.6% | -7.8% | +9.6% |
| YTD | +5.1% | +14.6% | -9.6% | +2.1% |
| 1Y | +53.1% | +0.4% | +52.8% | +52.1% |
| 3Y | +95.6% | +45.0% | +50.6% | +80.7% |
| 5Y | +361.5% | +41.3% | +320.2% | +320.5% |
| All | +1,579.9% | +144.9% | +1,434.9% | +1,185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling