+41.1%
LLY vs V
+25.2%
+15.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +4.6% | -0.4% | +4.9% | +4.6% |
| 30D | +22.4% | +6.3% | +16.0% | +21.8% |
| 3M | +17.1% | +17.2% | 0.0% | +16.2% |
| 6M | +44.6% | +29.2% | +15.4% | +43.6% |
| YTD | +33.5% | +20.8% | +12.7% | +35.2% |
| 1Y | +41.1% | +25.0% | +16.1% | +40.9% |
| All | +41.1% | +25.2% | +15.9% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling