+91.0%
KLAC vs LLY
+51.1%
+39.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.5% | -3.2% | +5.6% | +2.0% |
| 30D | -11.5% | -7.4% | -4.1% | -12.3% |
| 3M | -16.9% | -1.0% | -15.9% | -17.2% |
| 6M | +22.2% | +12.5% | +9.7% | +22.7% |
| YTD | +46.4% | +5.0% | +41.4% | +47.2% |
| 1Y | +91.0% | +49.8% | +41.2% | +74.3% |
| All | +91.0% | +51.1% | +39.9% | +74.3% |
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