+57.3%
LLY vs VLTO
+18.3%
+39.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +10.1% | +13.8% | -3.8% | +8.0% |
| 30D | +24.0% | +21.2% | +2.9% | +21.1% |
| 3M | +27.3% | +21.5% | +5.8% | +24.2% |
| 6M | +47.0% | +33.0% | +14.0% | +44.0% |
| YTD | +32.6% | +17.8% | +14.8% | +30.0% |
| 1Y | +57.3% | +18.1% | +39.2% | +54.0% |
| All | +57.3% | +18.3% | +39.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling