+1,580.3%
LLY vs VMC
+146.8%
+1,433.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -3.1% | -5.3% | +2.2% | -2.2% |
| 30D | -8.6% | -12.3% | +3.6% | -6.7% |
| 3M | -1.6% | -10.3% | +8.6% | -0.1% |
| 6M | +11.8% | -8.6% | +20.4% | +13.2% |
| YTD | +5.1% | -11.9% | +17.0% | +6.8% |
| 1Y | +50.7% | -13.9% | +64.6% | +53.5% |
| 3Y | +95.7% | +18.2% | +77.5% | +88.0% |
| 5Y | +390.2% | +47.7% | +342.4% | +351.2% |
| 10Y | +1,580.3% | +152.5% | +1,427.8% | +1,344.3% |
| All | +1,580.3% | +146.8% | +1,433.6% | +1,344.3% |
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