+1,269.9%
ITW vs LII
+2,796.3%
-1,526.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.3% |
| 7D | -1.1% | -1.2% | 0.0% | -0.7% |
| 30D | +8.6% | -2.0% | +10.5% | +8.9% |
| 3M | -2.7% | -20.2% | +17.5% | +4.9% |
| 6M | +14.0% | -32.5% | +46.5% | +28.6% |
| YTD | +18.6% | -27.4% | +46.0% | +29.6% |
| 1Y | +19.8% | -28.2% | +47.9% | +31.3% |
| 3Y | +34.8% | -7.2% | +42.0% | +31.7% |
| 5Y | +37.5% | +19.9% | +17.6% | +20.5% |
| 10Y | +199.9% | +168.6% | +31.3% | +97.9% |
| All | +1,269.9% | +2,796.3% | -1,526.4% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling