+95.6%
LLY vs EWJ
+73.3%
+22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -3.1% | +2.9% | -6.0% | -4.2% |
| 30D | -5.1% | +1.1% | -6.2% | -5.6% |
| 3M | -2.1% | +7.1% | -9.2% | -5.6% |
| 6M | +13.8% | +16.2% | -2.3% | +5.1% |
| YTD | +5.1% | +22.0% | -16.9% | -5.5% |
| 1Y | +53.1% | +26.2% | +26.9% | +35.2% |
| 3Y | +95.6% | +73.5% | +22.2% | +49.1% |
| All | +95.6% | +73.3% | +22.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling