+1,549.9%
LLY vs VIAV
+419.4%
+1,130.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.0% |
| 7D | -2.9% | +11.2% | -14.1% | -3.9% |
| 30D | -8.4% | -10.1% | +1.7% | -7.8% |
| 3M | -3.8% | -22.9% | +19.1% | -2.3% |
| 6M | +11.9% | +28.8% | -16.8% | +6.6% |
| YTD | +4.3% | +117.5% | -113.1% | -7.9% |
| 1Y | +48.5% | +216.1% | -167.6% | +24.2% |
| 3Y | +91.2% | +292.2% | -201.0% | +52.1% |
| 5Y | +387.5% | +141.0% | +246.5% | +317.0% |
| All | +1,549.9% | +419.4% | +1,130.4% | +1,112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling