+104.7%
LLY vs VEU
+77.5%
+27.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | -2.1% | +1.1% | -3.3% | -2.7% |
| 30D | -1.6% | +2.2% | -3.8% | -2.8% |
| 3M | +2.3% | +3.0% | -0.7% | +0.2% |
| 6M | +14.9% | +10.9% | +4.0% | +6.9% |
| YTD | +7.5% | +18.2% | -10.7% | -4.7% |
| 1Y | +55.7% | +28.3% | +27.4% | +30.4% |
| All | +104.7% | +77.5% | +27.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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