+2,520.1%
LRCX vs LLY
+2,049.8%
+470.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | +12.7% | +6.6% | +6.1% | +10.8% |
| 30D | -21.3% | +19.4% | -40.7% | -25.1% |
| 3M | -32.9% | +19.6% | -52.5% | -36.5% |
| 6M | -23.4% | +42.6% | -66.0% | -32.1% |
| YTD | +32.4% | +35.0% | -2.6% | +17.8% |
| 1Y | +48.0% | +42.0% | +6.0% | +29.5% |
| 3Y | +243.9% | +140.5% | +103.4% | +143.7% |
| 5Y | +280.6% | +479.9% | -199.3% | +87.4% |
| All | +2,520.1% | +2,049.8% | +470.3% | +656.9% |
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