+98.8%
EWY vs LLY
+472.1%
-373.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -10.2% | +1.6% | -11.9% | -10.3% |
| 30D | -21.5% | +21.5% | -42.9% | -22.7% |
| 3M | -14.7% | +16.4% | -31.1% | -15.8% |
| 6M | -26.8% | +51.5% | -78.3% | -30.3% |
| YTD | +43.2% | +33.9% | +9.2% | +37.7% |
| 1Y | +48.7% | +49.1% | -0.4% | +41.0% |
| 3Y | +147.9% | +144.6% | +3.3% | +119.6% |
| 5Y | +98.8% | +466.3% | -367.5% | +53.9% |
| All | +98.8% | +472.1% | -373.2% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling