+2,042.5%
LLY vs EWZ
+65.7%
+1,976.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.6% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | +21.5% | -26.2% | +47.6% | +26.3% |
| 3M | +16.4% | -8.6% | +25.1% | +17.0% |
| 6M | +51.5% | -17.0% | +68.5% | +54.3% |
| YTD | +33.9% | +2.2% | +31.8% | +31.6% |
| 1Y | +49.1% | +2.7% | +46.4% | +46.3% |
| 3Y | +144.6% | +18.2% | +126.4% | +132.5% |
| 5Y | +466.3% | +56.0% | +410.3% | +404.6% |
| All | +2,042.5% | +65.7% | +1,976.7% | +1,694.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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