+17,561.1%
LLY vs ITW
+9,591.0%
+7,970.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -3.6% | +1.4% | -1.1% |
| 30D | -1.6% | -9.1% | +7.5% | +1.3% |
| 3M | +2.3% | +8.2% | -5.9% | -0.4% |
| 6M | +14.9% | -4.8% | +19.7% | +16.2% |
| YTD | +7.5% | +11.0% | -3.6% | +3.5% |
| 1Y | +55.7% | +4.2% | +51.4% | +52.6% |
| 3Y | +110.6% | +17.3% | +93.3% | +97.0% |
| 5Y | +363.4% | +33.0% | +330.4% | +311.2% |
| 10Y | +1,649.0% | +182.3% | +1,466.7% | +1,091.2% |
| All | +17,561.1% | +9,591.0% | +7,970.1% | +4,277.4% |
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