+20,705.6%
LLY vs VFC
+1,340.0%
+19,365.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.5% | +11.2% | -15.7% | -6.3% |
| 30D | +13.9% | +41.5% | -27.6% | +7.3% |
| 3M | +13.8% | +38.9% | -25.2% | +7.4% |
| 6M | +37.6% | +6.1% | +31.5% | +35.0% |
| YTD | +26.6% | +14.5% | +12.1% | +21.9% |
| 1Y | +45.3% | +46.0% | -0.6% | +33.9% |
| 3Y | +132.2% | +36.4% | +95.8% | +99.8% |
| 5Y | +434.7% | -67.5% | +502.2% | +497.1% |
| 10Y | +2,084.3% | -45.8% | +2,130.1% | +1,929.8% |
| All | +20,705.6% | +1,340.0% | +19,365.6% | +9,105.5% |
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 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