+144.6%
LLY vs ZCMD
-100.0%
+244.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.4% |
| 7D | +1.6% | -3.0% | +4.6% | +1.6% |
| 30D | +21.5% | -39.5% | +61.0% | +21.4% |
| 3M | +16.4% | -57.8% | +74.2% | +16.3% |
| 6M | +51.5% | -99.7% | +151.2% | +54.3% |
| YTD | +33.9% | -99.9% | +133.8% | +37.4% |
| 1Y | +49.1% | -99.9% | +149.0% | +53.2% |
| 3Y | +144.6% | -100.0% | +244.6% | +160.0% |
| All | +144.6% | -100.0% | +244.6% | +160.0% |
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