+2,006.3%
LLY vs VMC
+145.8%
+1,860.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +19.7% | +18.3% | +1.4% | +16.5% |
| 3M | +19.3% | +1.9% | +17.4% | +18.8% |
| 6M | +49.3% | +2.4% | +46.9% | +48.2% |
| YTD | +32.0% | +2.1% | +30.0% | +30.8% |
| 1Y | +53.7% | +1.5% | +52.2% | +52.5% |
| 3Y | +143.7% | +41.5% | +102.3% | +127.6% |
| 5Y | +463.9% | +46.4% | +417.5% | +417.6% |
| 10Y | +2,006.3% | +139.8% | +1,866.5% | +1,704.5% |
| All | +2,006.3% | +145.8% | +1,860.5% | +1,704.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling