+92.6%
LLY vs ITOT
+76.4%
+16.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.5% |
| 30D | -5.1% | -1.1% | -4.0% | -4.4% |
| 3M | -2.1% | +3.9% | -5.9% | -4.8% |
| 6M | +13.8% | +14.7% | -0.9% | +3.0% |
| YTD | +5.1% | +13.3% | -8.2% | -4.3% |
| 1Y | +53.1% | +19.1% | +34.0% | +34.3% |
| All | +92.6% | +76.4% | +16.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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