+229.5%
EWY vs LLY
+2,052.4%
-1,822.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.0% |
| 7D | +4.2% | +6.7% | -2.5% | +3.1% |
| 30D | -10.7% | +19.6% | -30.2% | -13.4% |
| 3M | -20.1% | +19.7% | -39.8% | -22.7% |
| 6M | -24.3% | +42.7% | -67.0% | -29.7% |
| YTD | +46.9% | +35.1% | +11.7% | +37.0% |
| 1Y | +55.2% | +42.2% | +13.0% | +43.1% |
| 3Y | +157.0% | +140.8% | +16.2% | +105.8% |
| 5Y | +98.9% | +480.6% | -381.7% | +24.3% |
| All | +229.5% | +2,052.4% | -1,822.9% | +33.6% |
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