+47.1%
LLY vs ZYBT
-58.1%
+105.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.2% |
| 7D | -3.1% | -4.2% | +1.1% | -3.1% |
| 30D | -5.1% | -16.4% | +11.3% | -5.1% |
| 3M | -2.1% | +82.9% | -84.9% | 0.0% |
| 6M | +13.8% | +110.7% | -96.8% | +15.1% |
| YTD | +5.1% | +37.4% | -32.3% | +7.2% |
| 1Y | +53.1% | -80.6% | +133.7% | +62.3% |
| All | +47.1% | -58.1% | +105.2% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling