+4,438.4%
LLY vs V
+3,138.4%
+1,300.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.5% | +2.2% | -6.7% | -5.2% |
| 30D | +13.9% | +13.6% | +0.3% | +9.5% |
| 3M | +13.8% | +14.3% | -0.5% | +9.1% |
| 6M | +37.6% | +33.1% | +4.5% | +25.6% |
| YTD | +26.6% | +21.2% | +5.4% | +18.3% |
| 1Y | +45.3% | +26.4% | +18.9% | +34.0% |
| 3Y | +132.2% | +77.6% | +54.6% | +91.5% |
| 5Y | +434.7% | +102.6% | +332.1% | +317.1% |
| 10Y | +2,084.3% | +464.4% | +1,619.9% | +1,116.0% |
| All | +4,438.4% | +3,138.4% | +1,300.0% | +1,338.6% |
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