-23.4%
EWY vs LLY
+51.9%
-75.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.3% |
| 7D | -2.8% | +1.4% | -4.2% | -2.7% |
| 30D | -13.1% | +21.5% | -34.6% | -4.7% |
| 3M | -11.6% | +18.5% | -30.1% | -3.5% |
| 6M | -23.4% | +49.1% | -72.5% | -11.8% |
| All | -23.4% | +51.9% | -75.3% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling