+139.5%
LLY vs ITW
+34.0%
+105.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +21.5% | +8.9% | +12.6% | +19.6% |
| 3M | +18.5% | -0.9% | +19.3% | +18.6% |
| 6M | +49.1% | +16.0% | +33.1% | +44.7% |
| YTD | +34.4% | +19.4% | +14.9% | +29.9% |
| 1Y | +46.3% | +20.7% | +25.6% | +41.1% |
| All | +139.5% | +34.0% | +105.5% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling