+188.6%
ITW vs LII
+163.1%
+25.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.7% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | -10.4% | -11.2% | +0.9% | -5.6% |
| 3M | +3.5% | -28.8% | +32.3% | +18.1% |
| 6M | -3.4% | -26.9% | +23.6% | +8.0% |
| YTD | +8.5% | -22.2% | +30.7% | +17.5% |
| 1Y | +3.2% | -32.0% | +35.2% | +18.3% |
| 3Y | +18.9% | -0.4% | +19.3% | +8.0% |
| 5Y | +35.0% | +22.4% | +12.6% | +7.0% |
| 10Y | +188.6% | +171.4% | +17.2% | +55.5% |
| All | +188.6% | +163.1% | +25.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling