+1,152.6%
LLY vs TW
+291.9%
+860.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.3% |
| 7D | +1.6% | +3.1% | -1.5% | +1.1% |
| 30D | +21.5% | +16.7% | +4.8% | +18.5% |
| 3M | +16.4% | +25.2% | -8.7% | +12.2% |
| 6M | +51.5% | +19.5% | +32.0% | +46.7% |
| YTD | +33.9% | +21.0% | +12.9% | +28.5% |
| 1Y | +49.1% | +19.0% | +30.1% | +43.5% |
| 3Y | +144.6% | +40.7% | +103.9% | +127.0% |
| 5Y | +466.3% | +40.1% | +426.2% | +419.5% |
| All | +1,152.6% | +291.9% | +860.7% | +840.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling