+37.6%
LLY vs Z
-34.5%
+72.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.4% |
| 7D | -4.5% | -4.6% | +0.1% | -3.8% |
| 30D | +13.9% | +8.3% | +5.6% | +13.2% |
| 3M | +13.8% | -11.6% | +25.4% | +16.0% |
| 6M | +37.6% | -33.6% | +71.2% | +36.3% |
| All | +37.6% | -34.5% | +72.1% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling