+1,587.5%
AMAT vs LLY
+1,642.9%
-55.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | -2.1% | +0.6% | -0.9% |
| 30D | -14.8% | -1.6% | -13.2% | -14.6% |
| 3M | -9.3% | +2.3% | -11.6% | -10.9% |
| 6M | +27.4% | +14.9% | +12.5% | +19.9% |
| YTD | +77.6% | +7.5% | +70.1% | +68.9% |
| 1Y | +188.9% | +55.7% | +133.3% | +140.4% |
| 3Y | +202.3% | +110.6% | +91.7% | +116.8% |
| 5Y | +248.9% | +363.4% | -114.5% | +75.4% |
| All | +1,587.5% | +1,642.9% | -55.4% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 10y: compounded portfolio wealth divided by compounded LLY 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…
10y analysis · Full analysis span regression · 6 months rolling