+1,580.3%
LLY vs EWJ
+138.2%
+1,442.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -8.6% | +1.0% | -9.6% | -9.2% |
| 3M | -1.6% | +7.2% | -8.9% | -5.7% |
| 6M | +11.8% | +13.9% | -2.0% | +3.9% |
| YTD | +5.1% | +20.8% | -15.7% | -5.5% |
| 1Y | +50.7% | +26.4% | +24.3% | +32.3% |
| 3Y | +95.7% | +71.8% | +23.9% | +45.2% |
| 5Y | +390.2% | +49.9% | +340.3% | +289.6% |
| 10Y | +1,580.3% | +140.0% | +1,440.3% | +934.6% |
| All | +1,580.3% | +138.2% | +1,442.1% | +934.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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