+46.3%
LLY vs NWSA
+1.1%
+45.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.4% | -12.2% | +13.6% | +3.4% |
| 30D | +21.5% | -8.7% | +30.2% | +23.5% |
| 3M | +18.5% | -6.0% | +24.4% | +20.1% |
| 6M | +49.1% | -0.3% | +49.4% | +50.1% |
| YTD | +34.4% | +3.5% | +30.9% | +41.4% |
| 1Y | +46.3% | +0.8% | +45.5% | +54.2% |
| All | +46.3% | +1.1% | +45.2% | +54.2% |
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