+443.8%
LLY vs SHW
+12.4%
+431.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -4.5% | +3.5% | -7.9% | -5.4% |
| 30D | +13.9% | +9.2% | +4.7% | +11.2% |
| 3M | +13.8% | -5.1% | +18.9% | +15.1% |
| 6M | +37.6% | +6.8% | +30.8% | +34.5% |
| YTD | +26.6% | +7.0% | +19.6% | +23.8% |
| 1Y | +45.3% | +4.1% | +41.2% | +43.1% |
| 3Y | +132.2% | +41.1% | +91.2% | +111.6% |
| All | +443.8% | +12.4% | +431.4% | +458.7% |
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