+308.8%
EWY vs LLY
+1,551.2%
-1,242.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +6.7% | -3.1% | +9.8% | +7.2% |
| 30D | +17.0% | -8.6% | +25.6% | +18.7% |
| 3M | +3.7% | -1.6% | +5.3% | +3.3% |
| 6M | +42.5% | +11.8% | +30.7% | +38.0% |
| YTD | +96.2% | +5.1% | +91.1% | +91.5% |
| 1Y | +160.4% | +50.7% | +109.6% | +135.5% |
| 3Y | +231.7% | +95.7% | +136.0% | +174.9% |
| 5Y | +153.3% | +390.2% | -236.9% | +62.1% |
| 10Y | +308.8% | +1,580.3% | -1,271.5% | +84.9% |
| All | +308.8% | +1,551.2% | -1,242.4% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling