+157,277.0%
KLAC vs LLY
+17,658.0%
+139,619.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +5.7% | -2.1% | +7.9% | +6.4% |
| 30D | -3.6% | -1.6% | -2.0% | -3.5% |
| 3M | -12.8% | +2.3% | -15.1% | -14.4% |
| 6M | +26.1% | +14.9% | +11.2% | +18.2% |
| YTD | +53.3% | +7.5% | +45.8% | +45.4% |
| 1Y | +113.7% | +55.7% | +58.0% | +77.9% |
| 3Y | +274.9% | +110.6% | +164.3% | +172.3% |
| 5Y | +470.1% | +363.4% | +106.7% | +207.6% |
| 10Y | +2,997.0% | +1,649.0% | +1,348.0% | +933.8% |
| All | +157,277.0% | +17,658.0% | +139,619.0% | +21,587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling