+2,895.7%
LLY vs EWZ
+361.8%
+2,534.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +19.7% | -25.1% | +44.8% | +25.6% |
| 3M | +19.3% | -7.7% | +27.0% | +20.0% |
| 6M | +49.3% | -15.8% | +65.2% | +52.5% |
| YTD | +32.0% | +3.6% | +28.4% | +29.2% |
| 1Y | +53.7% | +5.5% | +48.2% | +49.8% |
| 3Y | +143.7% | +22.1% | +121.6% | +128.6% |
| 5Y | +463.9% | +58.3% | +405.5% | +393.0% |
| 10Y | +2,006.3% | +50.3% | +1,956.1% | +1,634.5% |
| All | +2,895.7% | +361.8% | +2,534.0% | +1,803.1% |
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