+57.3%
LLY vs ZBRA
+25.3%
+32.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +10.1% | -13.6% | +23.7% | +10.7% |
| 30D | +24.0% | -11.5% | +35.6% | +24.5% |
| 3M | +27.3% | -9.9% | +37.1% | +27.6% |
| 6M | +47.0% | +48.6% | -1.6% | +38.4% |
| YTD | +32.6% | +36.9% | -4.3% | +23.0% |
| 1Y | +57.3% | +27.7% | +29.7% | +46.4% |
| All | +57.3% | +25.3% | +32.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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