+3,299.0%
LLY vs NWSA
+98.2%
+3,200.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.5% | -9.4% | +4.9% | -2.7% |
| 30D | +13.9% | -7.8% | +21.7% | +15.6% |
| 3M | +13.8% | -10.8% | +24.5% | +16.1% |
| 6M | +37.6% | +1.1% | +36.5% | +36.9% |
| YTD | +26.6% | +1.8% | +24.8% | +25.5% |
| 1Y | +45.3% | +6.0% | +39.3% | +42.7% |
| 3Y | +132.2% | +24.6% | +107.6% | +119.6% |
| 5Y | +434.7% | +13.1% | +421.5% | +406.9% |
| 10Y | +2,084.3% | +148.5% | +1,935.8% | +1,523.7% |
| All | +3,299.0% | +98.2% | +3,200.9% | +2,542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling