+1,610.3%
LLY vs V
+388.0%
+1,222.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -1.6% | +2.0% | -3.6% | -2.3% |
| 3M | +2.3% | +17.4% | -15.1% | -3.3% |
| 6M | +14.9% | +17.5% | -2.6% | +8.1% |
| YTD | +7.5% | +7.6% | -0.1% | +4.1% |
| 1Y | +55.7% | +7.7% | +48.0% | +50.5% |
| 3Y | +110.6% | +54.7% | +55.9% | +78.3% |
| 5Y | +363.4% | +73.0% | +290.4% | +269.9% |
| All | +1,610.3% | +388.0% | +1,222.3% | +872.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling