+10,117.0%
LLY vs EWJ
+138.9%
+9,978.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +4.6% | +3.6% | +0.9% | +3.2% |
| 30D | +22.4% | -6.0% | +28.4% | +25.2% |
| 3M | +17.1% | -6.5% | +23.6% | +19.8% |
| 6M | +44.6% | -0.1% | +44.7% | +43.6% |
| YTD | +33.5% | +13.9% | +19.5% | +25.7% |
| 1Y | +41.1% | +13.1% | +28.0% | +33.3% |
| 3Y | +143.8% | +65.0% | +78.7% | +98.2% |
| 5Y | +473.4% | +47.0% | +426.4% | +383.1% |
| 10Y | +2,035.0% | +125.5% | +1,909.5% | +1,422.4% |
| All | +10,117.0% | +138.9% | +9,978.2% | +5,787.2% |
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