+57.3%
LLY vs MKSI
+40.1%
+17.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.2% |
| 7D | +10.1% | -10.7% | +20.7% | +9.1% |
| 30D | +24.0% | -30.5% | +54.5% | +21.1% |
| 3M | +27.3% | -39.2% | +66.4% | +23.7% |
| 6M | +47.0% | -33.0% | +80.0% | +40.9% |
| YTD | +32.6% | +22.3% | +10.3% | +26.3% |
| 1Y | +57.3% | +42.7% | +14.7% | +48.6% |
| All | +57.3% | +40.1% | +17.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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