+57.3%
LLY vs VMC
+3.7%
+53.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -0.3% |
| 7D | +10.1% | +12.3% | -2.3% | +7.4% |
| 30D | +24.0% | +21.2% | +2.8% | +19.5% |
| 3M | +27.3% | +4.6% | +22.7% | +25.5% |
| 6M | +47.0% | +3.9% | +43.1% | +45.4% |
| YTD | +32.6% | +5.0% | +27.6% | +29.8% |
| 1Y | +57.3% | +2.6% | +54.7% | +55.4% |
| All | +57.3% | +3.7% | +53.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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