+2,507.4%
LLY vs MKSI
+2,206.8%
+300.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -3.1% | +7.7% | -10.8% | -3.8% |
| 30D | -5.1% | -12.9% | +7.8% | -4.0% |
| 3M | -2.1% | -14.8% | +12.8% | -1.7% |
| 6M | +13.8% | +26.6% | -12.8% | +9.3% |
| YTD | +5.1% | +66.6% | -61.5% | -2.4% |
| 1Y | +53.1% | +144.6% | -91.4% | +35.9% |
| 3Y | +95.6% | +193.1% | -97.5% | +65.8% |
| 5Y | +361.5% | +88.6% | +272.9% | +300.6% |
| 10Y | +1,545.2% | +490.9% | +1,054.3% | +1,117.0% |
| All | +2,507.4% | +2,206.8% | +300.6% | +1,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling