+1,549.9%
LLY vs KWEB
-19.7%
+1,569.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -2.9% | -5.6% | +2.6% | -2.5% |
| 30D | -8.4% | -10.7% | +2.2% | -7.7% |
| 3M | -3.8% | -7.4% | +3.7% | -3.3% |
| 6M | +11.9% | -19.3% | +31.3% | +13.5% |
| YTD | +4.3% | -27.8% | +32.1% | +6.5% |
| 1Y | +48.5% | -35.9% | +84.4% | +52.8% |
| 3Y | +91.2% | -1.9% | +93.2% | +89.5% |
| 5Y | +387.5% | -43.2% | +430.7% | +406.2% |
| All | +1,549.9% | -19.7% | +1,569.6% | +1,499.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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