+3,021.8%
LLY vs ITOT
+896.7%
+2,125.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | +2.3% | +2.0% | +0.3% | +0.5% |
| 6M | +14.9% | +13.0% | +1.8% | +5.1% |
| YTD | +7.5% | +14.0% | -6.5% | -2.4% |
| 1Y | +55.7% | +19.9% | +35.8% | +36.4% |
| 3Y | +110.6% | +75.8% | +34.8% | +40.6% |
| 5Y | +363.4% | +73.8% | +289.6% | +205.5% |
| 10Y | +1,649.0% | +295.9% | +1,353.1% | +513.0% |
| All | +3,021.8% | +896.7% | +2,125.1% | +403.8% |
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