+117.1%
AMAT vs LLY
+430.9%
-313.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.8% | -12.9% |
| 7D | -24.3% | -0.7% | -23.6% | -24.2% |
| 30D | -39.8% | +17.9% | -57.7% | -41.6% |
| 3M | -40.2% | +16.8% | -57.0% | -42.0% |
| 6M | -22.1% | +38.4% | -60.6% | -27.9% |
| YTD | +24.7% | +27.6% | -2.9% | +16.5% |
| 1Y | +33.3% | +48.3% | -15.1% | +19.3% |
| 3Y | +133.9% | +145.4% | -11.5% | +81.1% |
| 5Y | +117.1% | +438.9% | -321.8% | +19.3% |
| All | +117.1% | +430.9% | -313.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling