+390.2%
LLY vs ITOT
+73.3%
+316.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -8.6% | -1.6% | -7.0% | -7.8% |
| 3M | -1.6% | +3.5% | -5.2% | -3.7% |
| 6M | +11.8% | +13.1% | -1.3% | +4.1% |
| YTD | +5.1% | +12.7% | -7.6% | -2.1% |
| 1Y | +50.7% | +18.3% | +32.4% | +36.6% |
| 3Y | +95.7% | +76.4% | +19.3% | +44.1% |
| 5Y | +390.2% | +73.8% | +316.4% | +262.3% |
| All | +390.2% | +73.3% | +316.8% | +262.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling