+1,843.6%
LLY vs Z
+6.9%
+1,836.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | -4.5% | -4.6% | +0.1% | -4.2% |
| 30D | +13.9% | +8.3% | +5.6% | +13.2% |
| 3M | +13.8% | -11.6% | +25.4% | +14.5% |
| 6M | +37.6% | -33.6% | +71.2% | +40.9% |
| YTD | +26.6% | -56.7% | +83.3% | +32.9% |
| 1Y | +45.3% | -59.1% | +104.5% | +53.1% |
| 3Y | +132.2% | -20.4% | +152.6% | +133.1% |
| 5Y | +434.7% | -55.3% | +489.9% | +443.6% |
| 10Y | +2,084.3% | -14.2% | +2,098.5% | +1,904.2% |
| All | +1,843.6% | +6.9% | +1,836.7% | +1,638.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling