+2,053.0%
LLY vs NWSA
+141.7%
+1,911.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | +22.4% | -11.3% | +33.7% | +25.0% |
| 3M | +17.1% | -8.1% | +25.2% | +18.8% |
| 6M | +44.6% | -0.7% | +45.3% | +44.5% |
| YTD | +33.5% | +1.3% | +32.1% | +32.5% |
| 1Y | +41.1% | -1.3% | +42.4% | +40.8% |
| 3Y | +143.8% | +28.4% | +115.4% | +130.4% |
| 5Y | +473.4% | +15.3% | +458.1% | +444.6% |
| All | +2,053.0% | +141.7% | +1,911.3% | +1,605.5% |
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