+131.1%
LLY vs CORZ
+162.5%
-31.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.0% | -10.6% | +0.1% |
| 7D | +1.4% | +14.2% | -12.8% | +1.1% |
| 30D | +21.5% | -3.0% | +24.5% | +21.4% |
| 3M | +18.5% | -26.3% | +44.7% | +18.9% |
| 6M | +49.1% | -36.5% | +85.6% | +49.9% |
| YTD | +34.4% | +0.1% | +34.3% | +32.3% |
| 1Y | +46.3% | -15.9% | +62.2% | +44.8% |
| All | +131.1% | +162.5% | -31.4% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling