+1,560.7%
LLY vs ZBRA
+425.5%
+1,135.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.2% | -3.8% | +0.6% | -2.6% |
| 30D | -7.4% | -10.2% | +2.8% | -6.0% |
| 3M | -1.0% | +58.7% | -59.7% | -8.9% |
| 6M | +12.5% | +61.9% | -49.4% | +2.8% |
| YTD | +5.0% | +41.7% | -36.7% | -2.3% |
| 1Y | +49.8% | +12.4% | +37.4% | +44.2% |
| 3Y | +95.5% | +34.2% | +61.3% | +78.1% |
| 5Y | +390.7% | -40.8% | +431.4% | +411.2% |
| All | +1,560.7% | +425.5% | +1,135.1% | +1,078.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling