+17,561.1%
LLY vs VFC
+845.1%
+16,716.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -1.6% | -11.6% | +10.0% | +0.4% |
| 3M | +2.3% | -18.1% | +20.4% | +5.1% |
| 6M | +14.9% | -27.4% | +42.2% | +20.1% |
| YTD | +7.5% | -24.8% | +32.3% | +11.3% |
| 1Y | +55.7% | -8.2% | +63.9% | +54.7% |
| 3Y | +110.6% | -29.1% | +139.7% | +102.2% |
| 5Y | +363.4% | -79.2% | +442.6% | +458.3% |
| 10Y | +1,649.0% | -68.1% | +1,717.1% | +1,692.5% |
| All | +17,561.1% | +845.1% | +16,716.0% | +8,305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling