+140.8%
LLY vs VLTO
+70.6%
+70.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.1% |
| 7D | +6.7% | +1.0% | +5.7% | +6.5% |
| 30D | +19.6% | +17.5% | +2.1% | +14.8% |
| 3M | +19.7% | +21.4% | -1.7% | +14.0% |
| 6M | +42.7% | +38.1% | +4.6% | +32.0% |
| YTD | +35.1% | +19.0% | +16.1% | +29.4% |
| 1Y | +42.2% | +20.7% | +21.5% | +35.4% |
| 3Y | +140.8% | +64.3% | +76.5% | +130.7% |
| All | +140.8% | +70.6% | +70.2% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling