+483.3%
LLY vs V
+107.0%
+376.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +6.7% | +0.9% | +5.8% | +6.4% |
| 30D | +19.6% | +9.0% | +10.6% | +16.6% |
| 3M | +19.7% | +16.7% | +3.0% | +14.3% |
| 6M | +42.7% | +33.4% | +9.3% | +30.7% |
| YTD | +35.1% | +22.4% | +12.8% | +26.7% |
| 1Y | +42.2% | +27.7% | +14.5% | +31.3% |
| 3Y | +140.8% | +78.0% | +62.8% | +99.9% |
| All | +483.3% | +107.0% | +376.3% | +353.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling