+4,686.1%
LLY vs VCLT
+103.4%
+4,582.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -1.6% | -0.9% | -0.8% | -1.5% |
| 3M | +2.3% | -3.2% | +5.5% | +2.7% |
| 6M | +14.9% | -3.8% | +18.7% | +15.4% |
| YTD | +7.5% | -2.0% | +9.5% | +7.7% |
| 1Y | +55.7% | -0.8% | +56.5% | +55.8% |
| 3Y | +110.6% | +12.3% | +98.3% | +108.2% |
| 5Y | +363.4% | -15.4% | +378.8% | +360.6% |
| 10Y | +1,649.0% | +15.7% | +1,633.2% | +1,681.5% |
| All | +4,686.1% | +103.4% | +4,582.7% | +5,941.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling