+5,864.2%
LLY vs VCLT
+100.6%
+5,763.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +21.5% | +2.3% | +19.2% | +21.1% |
| 3M | +16.4% | -1.1% | +17.5% | +16.6% |
| 6M | +51.5% | -4.2% | +55.7% | +52.3% |
| YTD | +33.9% | -3.4% | +37.3% | +34.5% |
| 1Y | +49.1% | -3.8% | +52.9% | +49.8% |
| 3Y | +144.6% | +14.7% | +129.9% | +141.7% |
| 5Y | +466.3% | -16.7% | +483.0% | +463.9% |
| 10Y | +2,024.1% | +20.5% | +2,003.7% | +2,093.3% |
| All | +5,864.2% | +100.6% | +5,763.7% | +7,442.2% |
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