+905.2%
LLY vs TW
+221.1%
+684.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | -2.3% | +0.2% | -1.8% |
| 30D | -1.6% | +3.9% | -5.5% | -2.3% |
| 3M | +2.3% | +5.7% | -3.4% | +1.1% |
| 6M | +14.9% | -14.5% | +29.4% | +17.4% |
| YTD | +7.5% | -0.9% | +8.3% | +6.6% |
| 1Y | +55.7% | -13.5% | +69.2% | +58.4% |
| 3Y | +110.6% | +25.0% | +85.6% | +98.7% |
| 5Y | +363.4% | +22.7% | +340.7% | +333.3% |
| All | +905.2% | +221.1% | +684.1% | +679.2% |
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