+95.6%
LLY vs ZCMD
-100.0%
+195.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -5.1% | -21.6% | +16.5% | -5.1% |
| 3M | -2.1% | -67.4% | +65.3% | -1.9% |
| 6M | +13.8% | -99.4% | +113.3% | +16.2% |
| YTD | +5.1% | -99.7% | +104.8% | +8.1% |
| 1Y | +53.1% | -99.9% | +153.0% | +58.0% |
| 3Y | +95.6% | -100.0% | +195.6% | +122.4% |
| All | +95.6% | -100.0% | +195.6% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling