+36.3%
ITW vs LII
+25.8%
+10.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -0.4% | +2.1% | -2.5% | -1.3% |
| 30D | -9.4% | -12.4% | +3.0% | -4.8% |
| 3M | +7.1% | -24.8% | +31.9% | +17.6% |
| 6M | -1.9% | -25.2% | +23.3% | +7.3% |
| YTD | +10.4% | -20.3% | +30.7% | +17.3% |
| 1Y | +3.3% | -32.9% | +36.2% | +17.4% |
| 3Y | +21.0% | +2.0% | +19.0% | +9.1% |
| 5Y | +36.3% | +24.4% | +11.9% | +9.0% |
| All | +36.3% | +25.8% | +10.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling