+2,043.2%
LLY vs VCIT
+28.8%
+2,014.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +13.9% | +1.9% | +12.0% | +12.8% |
| 3M | +13.8% | -1.4% | +15.2% | +14.7% |
| 6M | +37.6% | -2.1% | +39.7% | +39.2% |
| YTD | +26.6% | -1.6% | +28.2% | +27.8% |
| 1Y | +45.3% | -0.9% | +46.3% | +46.2% |
| 3Y | +132.2% | +20.0% | +112.3% | +114.0% |
| 5Y | +434.7% | +3.1% | +431.5% | +422.1% |
| All | +2,043.2% | +28.8% | +2,014.4% | +1,872.5% |
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