+483.3%
LLY vs VFC
-68.3%
+551.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +1.0% |
| 7D | +6.7% | +1.6% | +5.1% | +6.6% |
| 30D | +19.6% | +25.5% | -5.9% | +17.7% |
| 3M | +19.7% | +41.3% | -21.6% | +16.8% |
| 6M | +42.7% | +22.2% | +20.5% | +40.3% |
| YTD | +35.1% | +16.4% | +18.7% | +33.0% |
| 1Y | +42.2% | +38.4% | +3.8% | +38.3% |
| 3Y | +140.8% | +56.2% | +84.6% | +130.3% |
| All | +483.3% | -68.3% | +551.7% | +549.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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