+372.0%
LLY vs EWZ
+57.5%
+314.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | +6.5% | -8.6% | -2.7% |
| 30D | -1.6% | +4.8% | -6.5% | -2.0% |
| 3M | +2.3% | +9.9% | -7.6% | +1.4% |
| 6M | +14.9% | +1.9% | +12.9% | +14.6% |
| YTD | +7.5% | +20.3% | -12.8% | +5.4% |
| 1Y | +55.7% | +35.6% | +20.1% | +50.8% |
| 3Y | +110.6% | +43.4% | +67.2% | +101.3% |
| All | +372.0% | +57.5% | +314.5% | +342.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling