+2,611.3%
LRCX vs LLY
+2,025.7%
+585.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +26.2% | +4.6% | +21.6% | +24.8% |
| 30D | -22.4% | +22.4% | -44.7% | -26.7% |
| 3M | -28.2% | +17.1% | -45.4% | -31.7% |
| 6M | -19.0% | +44.6% | -63.7% | -28.6% |
| YTD | +37.0% | +33.5% | +3.5% | +22.3% |
| 1Y | +45.5% | +41.1% | +4.4% | +27.4% |
| 3Y | +249.7% | +143.8% | +105.9% | +146.3% |
| 5Y | +293.9% | +473.4% | -179.5% | +94.6% |
| All | +2,611.3% | +2,025.7% | +585.6% | +685.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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