+3,825.5%
LLY vs ITOT
+875.1%
+2,950.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +6.7% | +2.5% | +4.3% | +5.0% |
| 30D | +19.6% | -1.7% | +21.3% | +20.9% |
| 3M | +19.7% | -3.4% | +23.1% | +22.4% |
| 6M | +42.7% | +2.1% | +40.6% | +39.9% |
| YTD | +35.1% | +11.5% | +23.6% | +24.4% |
| 1Y | +42.2% | +13.6% | +28.6% | +29.2% |
| 3Y | +140.8% | +77.2% | +63.6% | +59.4% |
| 5Y | +480.6% | +64.4% | +416.2% | +297.9% |
| 10Y | +2,061.9% | +288.6% | +1,773.3% | +665.9% |
| All | +3,825.5% | +875.1% | +2,950.4% | +542.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling