+390.2%
LLY vs ZBRA
-40.4%
+430.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | -8.6% | -8.8% | +0.2% | -7.7% |
| 3M | -1.6% | +47.2% | -48.9% | -6.8% |
| 6M | +11.8% | +61.3% | -49.5% | +4.4% |
| YTD | +5.1% | +42.0% | -36.9% | -0.6% |
| 1Y | +50.7% | +10.5% | +40.3% | +46.7% |
| 3Y | +95.7% | +34.5% | +61.2% | +82.8% |
| 5Y | +390.2% | -40.3% | +430.5% | +442.1% |
| All | +390.2% | -40.4% | +430.6% | +442.1% |
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