+21,596.1%
LLY vs VMC
+3,595.0%
+18,001.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.7% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +19.7% | +18.6% | +1.2% | +15.6% |
| 3M | +19.3% | +2.0% | +17.2% | +18.7% |
| 6M | +49.3% | +2.6% | +46.7% | +47.9% |
| YTD | +32.0% | +2.3% | +29.8% | +30.5% |
| 1Y | +53.7% | +1.7% | +52.0% | +52.1% |
| 3Y | +143.7% | +41.7% | +102.0% | +123.0% |
| 5Y | +463.9% | +46.6% | +417.3% | +406.5% |
| 10Y | +2,006.3% | +140.3% | +1,866.1% | +1,516.6% |
| All | +21,596.1% | +3,595.0% | +18,001.0% | +8,731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling