+443.8%
LLY vs Z
-55.4%
+499.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | -4.5% | -4.6% | +0.1% | -4.1% |
| 30D | +13.9% | +8.3% | +5.6% | +13.0% |
| 3M | +13.8% | -11.6% | +25.4% | +14.8% |
| 6M | +37.6% | -33.6% | +71.2% | +41.9% |
| YTD | +26.6% | -56.7% | +83.3% | +35.3% |
| 1Y | +45.3% | -59.1% | +104.5% | +55.9% |
| 3Y | +132.2% | -20.4% | +152.6% | +134.8% |
| All | +443.8% | -55.4% | +499.2% | +449.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling