+2,338.6%
LLY vs EWZ
+436.1%
+1,902.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.1% | +6.5% | -8.6% | -3.3% |
| 30D | -1.6% | +4.8% | -6.5% | -2.5% |
| 3M | +2.3% | +9.9% | -7.6% | +0.3% |
| 6M | +14.9% | +1.9% | +12.9% | +14.1% |
| YTD | +7.5% | +20.3% | -12.8% | +3.1% |
| 1Y | +55.7% | +35.6% | +20.1% | +45.8% |
| 3Y | +110.6% | +43.4% | +67.2% | +93.2% |
| 5Y | +363.4% | +55.9% | +307.5% | +309.5% |
| 10Y | +1,649.0% | +84.2% | +1,564.8% | +1,294.7% |
| All | +2,338.6% | +436.1% | +1,902.5% | +1,419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling