+46.1%
LLY vs ZYBT
-58.9%
+104.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.7% |
| 7D | -2.9% | -3.7% | +0.8% | -2.9% |
| 30D | -8.4% | 0.0% | -8.4% | -8.4% |
| 3M | -3.8% | +72.2% | -76.0% | -1.6% |
| 6M | +11.9% | +103.1% | -91.2% | +13.2% |
| YTD | +4.3% | +34.8% | -30.5% | +6.4% |
| 1Y | +48.5% | -83.2% | +131.6% | +57.9% |
| All | +46.1% | -58.9% | +104.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling