+213,159.2%
LRCX vs LLY
+22,229.6%
+190,929.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.8% |
| 7D | +12.7% | +6.7% | +6.0% | +10.4% |
| 30D | -21.3% | +19.6% | -40.8% | -25.9% |
| 3M | -32.9% | +19.7% | -52.6% | -37.2% |
| 6M | -23.4% | +42.7% | -66.1% | -33.4% |
| YTD | +32.4% | +35.1% | -2.8% | +15.6% |
| 1Y | +48.0% | +42.2% | +5.8% | +27.0% |
| 3Y | +243.9% | +140.8% | +103.2% | +137.2% |
| 5Y | +280.6% | +480.6% | -200.0% | +86.5% |
| 10Y | +2,547.5% | +2,061.9% | +485.7% | +675.9% |
| All | +213,159.2% | +22,229.6% | +190,929.6% | +23,916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling