+42.0%
LLY vs EWZ
+1.3%
+40.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.2% |
| 7D | +6.6% | +0.8% | +5.9% | +6.6% |
| 30D | +19.4% | -24.4% | +43.8% | +18.6% |
| 3M | +19.6% | -4.6% | +24.2% | +19.0% |
| 6M | +42.6% | -11.6% | +54.1% | +41.7% |
| YTD | +35.0% | +2.4% | +32.6% | +32.4% |
| 1Y | +42.0% | +2.1% | +39.9% | +39.5% |
| All | +42.0% | +1.3% | +40.7% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling