+2,986.0%
KLAC vs LLY
+1,551.2%
+1,434.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | -3.1% | +9.3% | +7.2% |
| 30D | -5.0% | -8.6% | +3.6% | -2.6% |
| 3M | -14.4% | -1.6% | -12.8% | -14.9% |
| 6M | +28.3% | +11.8% | +16.5% | +21.3% |
| YTD | +51.1% | +5.1% | +46.0% | +44.3% |
| 1Y | +100.4% | +50.7% | +49.7% | +66.6% |
| 3Y | +276.3% | +95.7% | +180.7% | +171.4% |
| 5Y | +452.1% | +390.2% | +61.9% | +158.3% |
| 10Y | +2,986.0% | +1,580.3% | +1,405.7% | +731.5% |
| All | +2,986.0% | +1,551.2% | +1,434.8% | +731.5% |
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