+92.7%
LLY vs MKSI
+191.6%
-98.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -3.1% | +6.6% | -9.7% | -3.5% |
| 30D | -8.6% | -8.2% | -0.4% | -8.3% |
| 3M | -1.6% | -16.4% | +14.8% | -1.6% |
| 6M | +11.8% | +23.0% | -11.1% | +7.3% |
| YTD | +5.1% | +68.2% | -63.1% | -3.1% |
| 1Y | +50.7% | +148.6% | -97.8% | +32.2% |
| All | +92.7% | +191.6% | -98.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling