+69.6%
IWM vs LLY
+148.2%
-78.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.4% | +6.7% | -5.3% | +0.6% |
| 30D | +2.3% | +19.6% | -17.3% | +0.2% |
| 3M | -8.3% | +19.7% | -28.0% | -10.2% |
| 6M | -1.3% | +42.7% | -44.1% | -5.6% |
| YTD | +13.5% | +35.1% | -21.6% | +8.8% |
| 1Y | +18.4% | +42.2% | -23.8% | +12.7% |
| 3Y | +69.6% | +140.8% | -71.2% | +60.5% |
| All | +69.6% | +148.2% | -78.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 3y: compounded portfolio wealth divided by compounded LLY 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…
3y analysis · Full analysis span regression · 6 months rolling