+80.7%
LLY vs CORZ
+237.5%
-156.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.3% |
| 7D | -3.1% | +16.6% | -19.7% | -3.4% |
| 30D | -5.1% | -10.9% | +5.8% | -4.9% |
| 3M | -2.1% | -31.0% | +29.0% | -1.2% |
| 6M | +13.8% | +26.0% | -12.2% | +12.2% |
| YTD | +5.1% | +28.6% | -23.6% | +3.1% |
| 1Y | +53.1% | +34.5% | +18.7% | +49.3% |
| All | +80.7% | +237.5% | -156.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling