+2,080.1%
LLY vs EWZ
+68.6%
+2,011.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +6.7% | +0.8% | +6.0% | +6.6% |
| 30D | +19.6% | -24.4% | +43.9% | +23.9% |
| 3M | +19.7% | -4.6% | +24.3% | +19.5% |
| 6M | +42.7% | -11.6% | +54.3% | +43.9% |
| YTD | +35.1% | +2.4% | +32.7% | +32.7% |
| 1Y | +42.2% | +2.1% | +40.1% | +39.6% |
| 3Y | +140.8% | +18.7% | +122.1% | +128.7% |
| 5Y | +480.6% | +54.2% | +426.4% | +418.6% |
| All | +2,080.1% | +68.6% | +2,011.5% | +1,726.3% |
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