+2,050.0%
LLY vs VEA
+160.4%
+1,889.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +1.4% | -1.3% | +2.6% | +2.1% |
| 30D | +21.5% | 0.0% | +21.6% | +21.5% |
| 3M | +18.5% | -3.6% | +22.0% | +20.6% |
| 6M | +49.1% | -0.5% | +49.6% | +48.4% |
| YTD | +34.4% | +13.0% | +21.4% | +24.1% |
| 1Y | +46.3% | +16.3% | +30.0% | +32.9% |
| 3Y | +145.5% | +74.4% | +71.1% | +77.9% |
| 5Y | +472.7% | +55.8% | +416.8% | +339.2% |
| 10Y | +2,050.0% | +161.1% | +1,888.9% | +1,020.4% |
| All | +2,050.0% | +160.4% | +1,889.5% | +1,020.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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