+46.3%
LLY vs Z
-59.6%
+105.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.2% |
| 7D | +1.4% | -13.1% | +14.4% | +2.4% |
| 30D | +21.5% | +5.9% | +15.7% | +21.4% |
| 3M | +18.5% | -13.7% | +32.1% | +19.4% |
| 6M | +49.1% | -27.1% | +76.2% | +49.3% |
| YTD | +34.4% | -56.8% | +91.2% | +36.1% |
| 1Y | +46.3% | -60.2% | +106.5% | +47.1% |
| All | +46.3% | -59.6% | +105.9% | +47.1% |
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