+57.3%
LLY vs SHW
+7.3%
+50.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | -1.4% |
| 7D | +10.1% | +13.3% | -3.2% | +5.7% |
| 30D | +24.0% | +14.1% | +9.9% | +19.0% |
| 3M | +27.3% | +0.8% | +26.5% | +26.6% |
| 6M | +47.0% | +17.6% | +29.3% | +38.1% |
| YTD | +32.6% | +13.0% | +19.6% | +31.7% |
| 1Y | +57.3% | +7.0% | +50.4% | +59.6% |
| All | +57.3% | +7.3% | +50.1% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling