+392.1%
LRCX vs LLY
+100.5%
+291.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.5% |
| 7D | +10.4% | -3.1% | +13.5% | +11.0% |
| 30D | +2.9% | -5.1% | +8.0% | +3.6% |
| 3M | -1.2% | -2.1% | +0.9% | -1.9% |
| 6M | +60.9% | +13.8% | +47.0% | +53.1% |
| YTD | +87.5% | +5.1% | +82.5% | +80.7% |
| 1Y | +206.6% | +53.1% | +153.5% | +163.2% |
| 3Y | +392.1% | +95.6% | +296.5% | +310.0% |
| All | +392.1% | +100.5% | +291.6% | +310.0% |
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