+144.6%
LLY vs V
+77.3%
+67.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +21.5% | +9.9% | +11.5% | +18.4% |
| 3M | +16.4% | +17.5% | -1.1% | +11.5% |
| 6M | +51.5% | +33.5% | +18.0% | +40.1% |
| YTD | +33.9% | +21.6% | +12.4% | +27.6% |
| 1Y | +49.1% | +27.6% | +21.5% | +39.3% |
| 3Y | +144.6% | +76.4% | +68.2% | +130.0% |
| All | +144.6% | +77.3% | +67.3% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling