+372.0%
LLY vs SHW
+15.5%
+356.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | -1.6% | -9.5% | +7.9% | +0.9% |
| 3M | +2.3% | +11.5% | -9.2% | -1.0% |
| 6M | +14.9% | -3.5% | +18.4% | +15.4% |
| YTD | +7.5% | +3.7% | +3.7% | +6.0% |
| 1Y | +55.7% | -7.9% | +63.6% | +58.0% |
| 3Y | +110.6% | +24.7% | +85.9% | +97.5% |
| All | +372.0% | +15.5% | +356.5% | +362.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling