+3,696.6%
LLY vs VEU
+192.1%
+3,504.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | -2.1% | +1.1% | -3.3% | -2.8% |
| 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% | +7.9% |
| YTD | +7.5% | +18.2% | -10.7% | -2.8% |
| 1Y | +55.7% | +28.3% | +27.4% | +34.7% |
| 3Y | +110.6% | +74.6% | +36.0% | +53.5% |
| 5Y | +363.4% | +56.4% | +307.1% | +254.1% |
| 10Y | +1,649.0% | +153.0% | +1,496.0% | +903.3% |
| All | +3,696.6% | +192.1% | +3,504.5% | +1,655.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling