+361.5%
LLY vs VEU
+56.3%
+305.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.8% |
| 30D | -5.1% | +1.0% | -6.1% | -5.5% |
| 3M | -2.1% | +5.6% | -7.7% | -4.7% |
| 6M | +13.8% | +13.7% | +0.2% | +6.7% |
| YTD | +5.1% | +17.7% | -12.6% | -3.3% |
| 1Y | +53.1% | +25.8% | +27.4% | +36.6% |
| 3Y | +95.6% | +77.1% | +18.5% | +51.7% |
| 5Y | +361.5% | +57.1% | +304.4% | +272.8% |
| All | +361.5% | +56.3% | +305.2% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling