+2,080.1%
LLY vs VCIT
+31.0%
+2,049.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.4% |
| 7D | +6.7% | -1.4% | +8.2% | +7.6% |
| 30D | +19.6% | +0.6% | +19.0% | +19.2% |
| 3M | +19.7% | -2.2% | +21.9% | +21.2% |
| 6M | +42.7% | -2.3% | +45.1% | +44.6% |
| YTD | +35.1% | -2.2% | +37.3% | +36.9% |
| 1Y | +42.2% | -1.4% | +43.5% | +43.4% |
| 3Y | +140.8% | +18.7% | +122.0% | +122.3% |
| 5Y | +480.6% | +3.6% | +477.0% | +467.1% |
| All | +2,080.1% | +31.0% | +2,049.1% | +1,853.7% |
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