+472.7%
LLY vs EWJ
+49.8%
+422.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | +1.4% | -1.9% | +3.2% | +2.0% |
| 30D | +21.5% | -5.3% | +26.9% | +23.9% |
| 3M | +18.5% | -4.3% | +22.8% | +20.0% |
| 6M | +49.1% | +0.4% | +48.7% | +47.3% |
| YTD | +34.4% | +14.7% | +19.7% | +24.9% |
| 1Y | +46.3% | +14.7% | +31.6% | +35.9% |
| 3Y | +145.5% | +66.2% | +79.3% | +94.9% |
| 5Y | +472.7% | +50.2% | +422.5% | +373.2% |
| All | +472.7% | +49.8% | +422.9% | +373.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling