+1,362.0%
AMAT vs LLY
+2,025.7%
-663.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +19.3% | +4.6% | +14.7% | +17.9% |
| 30D | -17.9% | +22.4% | -40.3% | -22.7% |
| 3M | -30.4% | +17.1% | -47.6% | -33.8% |
| 6M | -11.4% | +44.6% | -56.1% | -22.0% |
| YTD | +48.8% | +33.5% | +15.3% | +32.6% |
| 1Y | +66.0% | +41.1% | +24.9% | +45.0% |
| 3Y | +158.8% | +143.8% | +15.1% | +79.0% |
| 5Y | +153.2% | +473.4% | -320.2% | +19.3% |
| All | +1,362.0% | +2,025.7% | -663.7% | +284.6% |
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