+238.6%
LRCX vs LLY
+146.0%
+92.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.3% |
| 7D | -3.6% | +1.6% | -5.2% | -3.8% |
| 30D | -30.3% | +21.5% | -51.7% | -32.2% |
| 3M | -27.3% | +16.4% | -43.8% | -29.0% |
| 6M | -24.2% | +51.5% | -75.7% | -31.0% |
| YTD | +30.3% | +33.9% | -3.6% | +21.2% |
| 1Y | +34.3% | +49.1% | -14.8% | +20.7% |
| All | +238.6% | +146.0% | +92.6% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling