+1,549.9%
LLY vs ITW
+194.8%
+1,355.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -8.4% | -8.3% | -0.1% | -5.8% |
| 3M | -3.8% | +6.0% | -9.8% | -5.8% |
| 6M | +11.9% | 0.0% | +12.0% | +11.5% |
| YTD | +4.3% | +10.2% | -5.9% | +0.4% |
| 1Y | +48.5% | +3.2% | +45.2% | +45.9% |
| 3Y | +91.2% | +21.0% | +70.3% | +75.6% |
| 5Y | +387.5% | +37.9% | +349.6% | +317.8% |
| All | +1,549.9% | +194.8% | +1,355.0% | +959.0% |
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