+2,006.3%
LLY vs Z
-11.7%
+2,018.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +4.0% |
| 7D | +0.1% | -5.2% | +5.2% | +0.4% |
| 30D | +19.7% | +5.7% | +14.0% | +19.2% |
| 3M | +19.3% | -8.7% | +28.0% | +19.7% |
| 6M | +49.3% | -26.0% | +75.3% | +51.7% |
| YTD | +32.0% | -55.0% | +87.1% | +38.1% |
| 1Y | +53.7% | -58.0% | +111.7% | +61.3% |
| 3Y | +143.7% | -15.2% | +158.9% | +144.0% |
| 5Y | +463.9% | -53.8% | +517.7% | +471.7% |
| 10Y | +2,006.3% | -14.5% | +2,020.9% | +1,872.2% |
| All | +2,006.3% | -11.7% | +2,018.0% | +1,872.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling