+162.1%
LLY vs VLTO
+54.1%
+108.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -0.7% | +12.0% | -12.7% | -3.5% |
| 30D | +17.9% | +20.8% | -2.9% | +12.5% |
| 3M | +16.8% | +20.1% | -3.3% | +11.6% |
| 6M | +38.4% | +32.6% | +5.8% | +29.4% |
| YTD | +27.6% | +17.3% | +10.3% | +22.6% |
| 1Y | +48.3% | +17.3% | +31.0% | +42.4% |
| 3Y | +145.4% | +66.9% | +78.4% | +125.4% |
| All | +162.1% | +54.1% | +108.0% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling