+2,006.3%
LLY vs VCIT
+30.2%
+1,976.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +0.1% | +0.7% | -0.7% | -0.4% |
| 30D | +19.7% | +1.8% | +17.9% | +18.6% |
| 3M | +19.3% | -1.1% | +20.4% | +20.0% |
| 6M | +49.3% | -1.7% | +51.0% | +50.7% |
| YTD | +32.0% | -1.1% | +33.2% | +32.9% |
| 1Y | +53.7% | -0.4% | +54.1% | +54.2% |
| 3Y | +143.7% | +20.5% | +123.3% | +123.2% |
| 5Y | +463.9% | +3.8% | +460.1% | +449.8% |
| 10Y | +2,006.3% | +31.2% | +1,975.1% | +1,813.1% |
| All | +2,006.3% | +30.2% | +1,976.1% | +1,813.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling