+1,549.9%
LLY vs MKSI
+524.1%
+1,025.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.9% |
| 7D | -2.9% | +2.7% | -5.6% | -3.2% |
| 30D | -8.4% | -12.8% | +4.4% | -7.4% |
| 3M | -3.8% | -22.5% | +18.8% | -2.4% |
| 6M | +11.9% | +19.4% | -7.5% | +7.5% |
| YTD | +4.3% | +67.7% | -63.4% | -4.3% |
| 1Y | +48.5% | +131.4% | -82.9% | +30.3% |
| 3Y | +91.2% | +197.3% | -106.1% | +57.5% |
| 5Y | +387.5% | +87.0% | +300.5% | +316.7% |
| All | +1,549.9% | +524.1% | +1,025.8% | +1,040.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling