+58.5%
AMAT vs LLY
+51.2%
+7.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.3% | +7.1% | +12.0% |
| 7D | -1.1% | +0.1% | -1.1% | -1.3% |
| 30D | -26.9% | +19.7% | -46.6% | -24.2% |
| 3M | -31.2% | +19.3% | -50.4% | -28.4% |
| 6M | -14.7% | +49.3% | -64.0% | -10.9% |
| YTD | +44.7% | +32.0% | +12.7% | +48.1% |
| All | +58.5% | +51.2% | +7.3% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling