+21,831.6%
LLY vs ITW
+10,254.3%
+11,577.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.5% |
| 30D | +22.4% | +7.7% | +14.7% | +19.6% |
| 3M | +17.1% | -1.3% | +18.5% | +17.5% |
| 6M | +44.6% | +15.5% | +29.2% | +37.9% |
| YTD | +33.5% | +18.6% | +14.8% | +25.8% |
| 1Y | +41.1% | +19.8% | +21.3% | +32.6% |
| 3Y | +143.8% | +32.5% | +111.3% | +119.5% |
| 5Y | +473.4% | +35.3% | +438.0% | +406.2% |
| 10Y | +2,035.0% | +193.2% | +1,841.7% | +1,337.0% |
| All | +21,831.6% | +10,254.3% | +11,577.3% | +5,223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling