+390.2%
LLY vs VCLT
-15.5%
+405.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | +0.1% | -8.7% | -8.6% |
| 3M | -1.6% | -2.9% | +1.2% | -0.8% |
| 6M | +11.8% | -4.0% | +15.8% | +13.2% |
| YTD | +5.1% | -2.2% | +7.4% | +5.8% |
| 1Y | +50.7% | -2.6% | +53.3% | +51.8% |
| 3Y | +95.7% | +12.3% | +83.4% | +89.0% |
| 5Y | +390.2% | -16.4% | +406.5% | +379.8% |
| All | +390.2% | -15.5% | +405.7% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling