+1,315.3%
AMAT vs LLY
+2,040.2%
-724.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.3% | +7.1% | +10.1% |
| 7D | -1.1% | +0.1% | -1.1% | -0.9% |
| 30D | -26.9% | +19.7% | -46.6% | -30.7% |
| 3M | -31.2% | +19.3% | -50.4% | -34.9% |
| 6M | -14.7% | +49.3% | -64.0% | -25.7% |
| YTD | +44.7% | +32.0% | +12.7% | +29.4% |
| 1Y | +62.0% | +53.7% | +8.2% | +37.0% |
| 3Y | +165.0% | +143.7% | +21.2% | +83.2% |
| 5Y | +147.1% | +463.9% | -316.8% | +17.2% |
| 10Y | +1,315.3% | +2,006.3% | -691.1% | +278.4% |
| All | +1,315.3% | +2,040.2% | -724.9% | +278.4% |
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