+14,527.5%
LLY vs ZBRA
+9,227.6%
+5,299.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | -1.6% | -1.7% | +0.1% | -1.5% |
| 3M | +2.3% | +47.8% | -45.5% | -3.0% |
| 6M | +14.9% | +56.7% | -41.9% | +7.9% |
| YTD | +7.5% | +49.4% | -41.9% | +1.3% |
| 1Y | +55.7% | +16.5% | +39.1% | +50.7% |
| 3Y | +110.6% | +31.5% | +79.2% | +97.8% |
| 5Y | +363.4% | -38.6% | +402.0% | +367.9% |
| 10Y | +1,649.0% | +421.0% | +1,228.0% | +1,254.8% |
| All | +14,527.5% | +9,227.6% | +5,299.9% | +8,117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling