+2,053.0%
LLY vs ITW
+191.9%
+1,861.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +22.4% | +7.7% | +14.7% | +19.5% |
| 3M | +17.1% | -1.3% | +18.5% | +17.6% |
| 6M | +44.6% | +15.5% | +29.2% | +37.5% |
| YTD | +33.5% | +18.6% | +14.8% | +25.3% |
| 1Y | +41.1% | +19.8% | +21.3% | +32.0% |
| 3Y | +143.8% | +32.5% | +111.3% | +117.2% |
| 5Y | +473.4% | +35.3% | +438.0% | +397.3% |
| All | +2,053.0% | +191.9% | +1,861.1% | +1,371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling