+129,625.7%
KLAC vs LLY
+22,029.3%
+107,596.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -21.8% | +21.5% | -43.2% | -26.6% |
| 3M | -20.5% | +16.4% | -37.0% | -24.7% |
| 6M | -18.0% | +51.5% | -69.4% | -29.4% |
| YTD | +26.4% | +33.9% | -7.5% | +11.4% |
| 1Y | +26.3% | +49.1% | -22.8% | +7.2% |
| 3Y | +193.3% | +144.6% | +48.6% | +103.4% |
| 5Y | +297.2% | +466.3% | -169.1% | +101.2% |
| 10Y | +2,288.0% | +2,024.1% | +263.8% | +647.9% |
| All | +129,625.7% | +22,029.3% | +107,596.4% | +16,515.4% |
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