+137.8%
LLY vs Z
-20.9%
+158.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +4.6% | -4.9% | +9.5% | +5.2% |
| 30D | +22.4% | +3.0% | +19.4% | +21.8% |
| 3M | +17.1% | -13.4% | +30.5% | +18.8% |
| 6M | +44.6% | -27.3% | +72.0% | +49.1% |
| YTD | +33.5% | -57.8% | +91.2% | +47.1% |
| 1Y | +41.1% | -60.0% | +101.1% | +56.4% |
| All | +137.8% | -20.9% | +158.7% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling