+4,474.4%
LLY vs V
+3,137.9%
+1,336.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -2.8% |
| 7D | -0.7% | +2.9% | -3.6% | -1.6% |
| 30D | +17.9% | +14.0% | +3.9% | +13.2% |
| 3M | +16.8% | +14.9% | +1.9% | +11.8% |
| 6M | +38.4% | +31.7% | +6.7% | +26.8% |
| YTD | +27.6% | +21.2% | +6.4% | +19.3% |
| 1Y | +48.3% | +25.3% | +23.1% | +37.2% |
| 3Y | +145.4% | +77.5% | +67.9% | +102.3% |
| 5Y | +438.9% | +102.6% | +336.3% | +320.5% |
| 10Y | +2,101.6% | +464.3% | +1,637.3% | +1,125.6% |
| All | +4,474.4% | +3,137.9% | +1,336.4% | +1,350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling