+883.2%
LLY vs TW
+211.2%
+671.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -8.6% | -0.6% | -8.0% | -8.6% |
| 3M | -1.6% | +3.4% | -5.1% | -2.4% |
| 6M | +11.8% | -18.4% | +30.3% | +15.2% |
| YTD | +5.1% | -3.9% | +9.0% | +4.7% |
| 1Y | +50.7% | -13.3% | +64.0% | +53.1% |
| 3Y | +95.7% | +20.8% | +74.8% | +85.6% |
| 5Y | +390.2% | +20.3% | +369.9% | +359.7% |
| All | +883.2% | +211.2% | +671.9% | +666.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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