+57.3%
LLY vs Z
-54.2%
+111.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.4% | -8.8% | 0.0% |
| 7D | +10.1% | +10.2% | -0.1% | +9.3% |
| 30D | +24.0% | +23.7% | +0.4% | +22.5% |
| 3M | +27.3% | -6.6% | +33.8% | +27.1% |
| 6M | +47.0% | -23.0% | +70.0% | +45.8% |
| YTD | +32.6% | -50.3% | +82.9% | +33.6% |
| 1Y | +57.3% | -53.6% | +110.9% | +57.6% |
| All | +57.3% | -54.2% | +111.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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