+929.0%
EWY vs LLY
+3,754.1%
-2,825.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +10.4% | +4.6% | +5.8% | +8.9% |
| 30D | -12.7% | +22.4% | -35.1% | -18.3% |
| 3M | -17.3% | +17.1% | -34.5% | -21.8% |
| 6M | -18.6% | +44.6% | -63.2% | -28.7% |
| YTD | +49.5% | +33.5% | +16.1% | +32.9% |
| 1Y | +55.0% | +41.1% | +13.8% | +35.0% |
| 3Y | +159.0% | +143.8% | +15.2% | +78.2% |
| 5Y | +102.5% | +473.4% | -370.9% | -2.2% |
| 10Y | +232.2% | +2,035.0% | -1,802.7% | -12.2% |
| All | +929.0% | +3,754.1% | -2,825.1% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling