+133.7%
LLY vs NWSA
+25.7%
+108.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.5% | -9.4% | +4.9% | -2.6% |
| 30D | +13.9% | -7.8% | +21.7% | +15.8% |
| 3M | +13.8% | -10.8% | +24.5% | +16.3% |
| 6M | +37.6% | +1.1% | +36.5% | +37.3% |
| YTD | +26.6% | +1.8% | +24.8% | +26.6% |
| 1Y | +45.3% | +6.0% | +39.3% | +43.7% |
| All | +133.7% | +25.7% | +108.1% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling