+792.1%
LLY vs ZCMD
-100.0%
+892.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | -3.1% | -4.1% | +1.0% | -3.1% |
| 30D | -8.6% | -22.7% | +14.1% | -8.6% |
| 3M | -1.6% | -62.5% | +60.8% | -1.7% |
| 6M | +11.8% | -99.5% | +111.3% | +14.4% |
| YTD | +5.1% | -99.7% | +104.9% | +8.3% |
| 1Y | +50.7% | -99.9% | +150.6% | +56.0% |
| 3Y | +95.7% | -100.0% | +195.7% | +105.8% |
| 5Y | +390.2% | -100.0% | +490.2% | +415.4% |
| All | +792.1% | -100.0% | +892.1% | +879.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling