+438.9%
LLY vs IVV
+67.5%
+371.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.7% | -1.3% |
| 7D | -0.7% | -4.8% | +4.1% | +2.1% |
| 30D | +17.9% | -5.9% | +23.8% | +21.9% |
| 3M | +16.8% | -4.5% | +21.4% | +19.7% |
| 6M | +38.4% | +1.8% | +36.6% | +36.1% |
| YTD | +27.6% | +8.4% | +19.2% | +20.7% |
| 1Y | +48.3% | +9.4% | +38.9% | +39.5% |
| 3Y | +145.4% | +75.3% | +70.1% | +77.1% |
| 5Y | +438.9% | +67.8% | +371.1% | +295.9% |
| All | +438.9% | +67.5% | +371.4% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 5y: compounded portfolio wealth divided by compounded IVV 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…
5y analysis · Full analysis span regression · 6 months rolling