+195.8%
LRCX vs LLY
+51.2%
+144.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +9.5% | -3.1% | +12.6% | +9.3% |
| 30D | +3.1% | -8.6% | +11.7% | +2.6% |
| 3M | -3.4% | -1.6% | -1.7% | -4.2% |
| 6M | +49.7% | +11.8% | +37.8% | +43.5% |
| YTD | +84.9% | +5.1% | +79.7% | +79.4% |
| All | +195.8% | +51.2% | +144.6% | +146.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling