+35.9%
KLAC vs LLY
+49.6%
-13.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.3% |
| 7D | +7.5% | +1.4% | +6.1% | +7.4% |
| 30D | -15.3% | +21.5% | -36.8% | -11.6% |
| 3M | -19.6% | +18.5% | -38.1% | -16.2% |
| 6M | -12.5% | +49.1% | -61.6% | -6.0% |
| YTD | +33.0% | +34.4% | -1.4% | +41.3% |
| 1Y | +35.9% | +46.3% | -10.4% | +42.3% |
| All | +35.9% | +49.6% | -13.7% | +42.3% |
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 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