+8,127.6%
LLY vs EWJ
+156.6%
+7,970.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | +2.5% | -4.7% | -3.1% |
| 30D | -1.6% | +3.3% | -4.9% | -2.9% |
| 3M | +2.3% | +5.0% | -2.7% | -0.2% |
| 6M | +14.9% | +11.5% | +3.3% | +9.5% |
| YTD | +7.5% | +22.4% | -14.9% | -1.3% |
| 1Y | +55.7% | +30.2% | +25.5% | +39.5% |
| 3Y | +110.6% | +72.8% | +37.8% | +68.4% |
| 5Y | +363.4% | +54.1% | +309.3% | +283.9% |
| 10Y | +1,649.0% | +140.6% | +1,508.4% | +1,118.4% |
| All | +8,127.6% | +156.6% | +7,970.9% | +4,521.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling