+132.2%
LLY vs TW
+39.9%
+92.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.5% | +4.2% | -8.7% | -4.9% |
| 30D | +13.9% | +18.9% | -5.0% | +12.1% |
| 3M | +13.8% | +23.8% | -10.0% | +11.5% |
| 6M | +37.6% | +17.0% | +20.6% | +35.8% |
| YTD | +26.6% | +19.2% | +7.4% | +23.6% |
| 1Y | +45.3% | +20.1% | +25.2% | +41.5% |
| 3Y | +132.2% | +40.5% | +91.7% | +122.3% |
| All | +132.2% | +39.9% | +92.3% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling