+390.7%
LLY vs MKSI
+81.7%
+309.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -3.2% | +4.9% | -8.0% | -3.4% |
| 30D | -7.4% | -11.0% | +3.5% | -6.9% |
| 3M | -1.0% | -17.1% | +16.0% | -0.9% |
| 6M | +12.5% | +16.4% | -3.9% | +9.3% |
| YTD | +5.0% | +64.3% | -59.3% | -1.4% |
| 1Y | +49.8% | +137.7% | -88.0% | +35.5% |
| 3Y | +95.5% | +189.1% | -93.6% | +70.7% |
| 5Y | +390.7% | +83.1% | +307.5% | +341.1% |
| All | +390.7% | +81.7% | +309.0% | +341.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling