+390.2%
LLY vs NWSA
+40.1%
+350.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | -8.6% | +4.3% | -12.9% | -9.2% |
| 3M | -1.6% | +9.2% | -10.9% | -3.0% |
| 6M | +11.8% | +21.6% | -9.7% | +8.6% |
| YTD | +5.1% | +14.2% | -9.1% | +3.0% |
| 1Y | +50.7% | +1.8% | +49.0% | +50.0% |
| 3Y | +95.7% | +44.4% | +51.2% | +85.8% |
| 5Y | +390.2% | +41.0% | +349.2% | +351.5% |
| All | +390.2% | +40.1% | +350.1% | +351.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling