+49.8%
LLY vs NWSA
+1.3%
+48.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -3.2% | -4.8% | +1.6% | -3.3% |
| 30D | -7.4% | +3.0% | -10.4% | -7.3% |
| 3M | -1.0% | +9.3% | -10.3% | -0.8% |
| 6M | +12.5% | +23.2% | -10.7% | +15.1% |
| YTD | +5.0% | +13.3% | -8.3% | +7.5% |
| 1Y | +49.8% | +2.9% | +46.9% | +43.8% |
| All | +49.8% | +1.3% | +48.4% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling