+2,785.3%
LLY vs NWSA
+127.4%
+2,657.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.1% | -1.9% | -0.3% | -1.8% |
| 30D | -1.6% | +4.6% | -6.2% | -2.5% |
| 3M | +2.3% | +13.2% | -10.9% | -0.3% |
| 6M | +14.9% | +27.0% | -12.1% | +9.4% |
| YTD | +7.5% | +16.8% | -9.4% | +3.8% |
| 1Y | +55.7% | +4.5% | +51.2% | +53.3% |
| 3Y | +110.6% | +46.2% | +64.4% | +93.1% |
| 5Y | +363.4% | +40.9% | +322.5% | +319.9% |
| 10Y | +1,649.0% | +145.1% | +1,503.9% | +1,211.8% |
| All | +2,785.3% | +127.4% | +2,657.9% | +2,086.0% |
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