+1,580.3%
LLY vs SHW
+275.0%
+1,305.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -8.6% | -11.4% | +2.8% | -5.4% |
| 3M | -1.6% | +3.5% | -5.1% | -3.0% |
| 6M | +11.8% | -3.4% | +15.2% | +12.3% |
| YTD | +5.1% | -0.3% | +5.5% | +4.6% |
| 1Y | +50.7% | -10.4% | +61.1% | +54.4% |
| 3Y | +95.7% | +21.3% | +74.4% | +81.9% |
| 5Y | +390.2% | +12.9% | +377.3% | +357.5% |
| 10Y | +1,580.3% | +284.1% | +1,296.2% | +1,021.0% |
| All | +1,580.3% | +275.0% | +1,305.3% | +1,021.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling