+2,049.9%
LLY vs V
+460.7%
+1,589.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | +21.5% | +9.5% | +12.0% | +17.9% |
| 3M | +18.5% | +17.5% | +1.0% | +12.1% |
| 6M | +49.1% | +32.2% | +16.9% | +35.3% |
| YTD | +34.4% | +22.3% | +12.1% | +24.6% |
| 1Y | +46.3% | +26.8% | +19.5% | +33.9% |
| 3Y | +145.5% | +77.5% | +68.0% | +98.5% |
| 5Y | +472.7% | +110.1% | +362.6% | +329.3% |
| 10Y | +2,049.9% | +458.8% | +1,591.2% | +1,100.5% |
| All | +2,049.9% | +460.7% | +1,589.2% | +1,100.5% |
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