+2,006.3%
LLY vs V
+453.8%
+1,552.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +19.7% | +9.5% | +10.2% | +16.1% |
| 3M | +19.3% | +16.7% | +2.6% | +13.1% |
| 6M | +49.3% | +32.9% | +16.4% | +35.3% |
| YTD | +32.0% | +21.1% | +10.9% | +22.9% |
| 1Y | +53.7% | +26.6% | +27.1% | +40.7% |
| 3Y | +143.7% | +78.4% | +65.4% | +96.8% |
| 5Y | +463.9% | +105.5% | +358.4% | +326.1% |
| 10Y | +2,006.3% | +444.2% | +1,562.1% | +1,090.7% |
| All | +2,006.3% | +453.8% | +1,552.6% | +1,090.7% |
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