+473.4%
LLY vs ZBRA
-45.9%
+519.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +4.6% | -1.2% | +5.8% | +4.7% |
| 30D | +22.4% | -17.8% | +40.1% | +24.8% |
| 3M | +17.1% | -16.0% | +33.1% | +19.1% |
| 6M | +44.6% | +31.4% | +13.2% | +38.4% |
| YTD | +33.5% | +30.9% | +2.6% | +27.1% |
| 1Y | +41.1% | +24.3% | +16.8% | +35.2% |
| 3Y | +143.8% | +54.2% | +89.6% | +123.5% |
| 5Y | +473.4% | -46.3% | +519.7% | +550.7% |
| All | +473.4% | -45.9% | +519.2% | +550.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling