+140.8%
LLY vs ZBRA
+58.5%
+82.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.1% |
| 7D | +6.7% | +0.6% | +6.1% | +6.7% |
| 30D | +19.6% | -14.0% | +33.6% | +21.1% |
| 3M | +19.7% | -14.7% | +34.4% | +21.3% |
| 6M | +42.7% | +31.3% | +11.4% | +36.6% |
| YTD | +35.1% | +33.4% | +1.7% | +28.1% |
| 1Y | +42.2% | +34.1% | +8.1% | +34.6% |
| 3Y | +140.8% | +59.9% | +80.9% | +137.2% |
| All | +140.8% | +58.5% | +82.3% | +137.2% |
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