+1,236.8%
EWY vs LLY
+3,003.7%
-1,766.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +4.8% | -2.1% | +7.0% | +5.5% |
| 30D | +11.7% | -1.6% | +13.3% | +11.8% |
| 3M | -7.4% | +2.3% | -9.7% | -9.1% |
| 6M | +40.6% | +14.9% | +25.7% | +32.5% |
| YTD | +94.3% | +7.5% | +86.8% | +85.5% |
| 1Y | +164.3% | +55.7% | +108.6% | +122.1% |
| 3Y | +221.0% | +110.6% | +110.4% | +130.7% |
| 5Y | +139.1% | +363.4% | -224.3% | +23.5% |
| 10Y | +298.8% | +1,649.0% | -1,350.2% | +12.2% |
| All | +1,236.8% | +3,003.7% | -1,766.8% | +153.7% |
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