+230.2%
EWY vs LLY
+100.5%
+129.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +8.0% | -3.1% | +11.1% | +8.3% |
| 30D | +14.3% | -5.1% | +19.4% | +14.8% |
| 3M | +2.3% | -2.1% | +4.4% | +2.0% |
| 6M | +49.9% | +13.8% | +36.0% | +45.5% |
| YTD | +95.3% | +5.1% | +90.3% | +91.0% |
| 1Y | +161.7% | +53.1% | +108.6% | +141.6% |
| 3Y | +230.2% | +95.6% | +134.5% | +177.9% |
| All | +230.2% | +100.5% | +129.7% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling