+95.6%
LLY vs ZBRA
+34.1%
+61.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -3.1% | +2.6% | -5.7% | -3.4% |
| 30D | -5.1% | -6.4% | +1.3% | -4.5% |
| 3M | -2.1% | +51.3% | -53.3% | -7.1% |
| 6M | +13.8% | +60.5% | -46.7% | +6.7% |
| YTD | +5.1% | +45.2% | -40.1% | -0.7% |
| 1Y | +53.1% | +12.3% | +40.8% | +48.9% |
| 3Y | +95.6% | +37.5% | +58.1% | +89.0% |
| All | +95.6% | +34.1% | +61.6% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling