+164.3%
EWY vs LLY
+57.1%
+107.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.6% |
| 7D | +4.8% | -2.1% | +7.0% | +4.8% |
| 30D | +11.7% | -1.6% | +13.3% | +11.6% |
| 3M | -7.4% | +2.3% | -9.7% | -8.2% |
| 6M | +40.6% | +14.9% | +25.7% | +34.8% |
| YTD | +94.3% | +7.5% | +86.8% | +87.2% |
| 1Y | +164.3% | +55.7% | +108.6% | +139.0% |
| All | +164.3% | +57.1% | +107.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling