+195.0%
ITW vs LII
+169.1%
+25.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +2.3% | +2.9% | -0.6% | +1.0% |
| 30D | +6.7% | +0.9% | +5.8% | +5.8% |
| 3M | -0.5% | -15.5% | +15.0% | +6.5% |
| 6M | +16.4% | -30.2% | +46.6% | +32.9% |
| YTD | +19.0% | -26.8% | +45.8% | +31.7% |
| 1Y | +20.2% | -25.3% | +45.5% | +31.6% |
| 3Y | +33.1% | -7.8% | +40.8% | +24.9% |
| 5Y | +35.7% | +17.0% | +18.7% | +9.0% |
| All | +195.0% | +169.1% | +25.9% | +60.2% |
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