+134.1%
LLY vs VCIT
+19.8%
+114.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -4.0% |
| 7D | -0.7% | +0.5% | -1.1% | -1.1% |
| 30D | +17.9% | +2.1% | +15.8% | +15.8% |
| 3M | +16.8% | -1.6% | +18.4% | +18.4% |
| 6M | +38.4% | -1.6% | +40.0% | +40.3% |
| YTD | +27.6% | -1.5% | +29.1% | +29.4% |
| 1Y | +48.3% | -0.4% | +48.7% | +49.1% |
| All | +134.1% | +19.8% | +114.2% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling