+812.1%
LLY vs ZCMD
-100.0%
+912.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | -2.1% | -8.0% | +5.9% | -2.2% |
| 30D | -1.6% | -27.9% | +26.3% | -1.6% |
| 3M | +2.3% | -74.6% | +76.9% | +2.5% |
| 6M | +14.9% | -99.5% | +114.3% | +17.5% |
| YTD | +7.5% | -99.7% | +107.2% | +10.7% |
| 1Y | +55.7% | -99.9% | +155.6% | +61.0% |
| 3Y | +110.6% | -100.0% | +210.6% | +121.5% |
| 5Y | +363.4% | -100.0% | +463.4% | +387.7% |
| All | +812.1% | -100.0% | +912.0% | +901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling