+20,705.6%
LLY vs VMC
+3,502.6%
+17,203.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.5% | +0.5% | -5.0% | -4.6% |
| 30D | +13.9% | +15.8% | -1.9% | +10.5% |
| 3M | +13.8% | +0.6% | +13.2% | +13.5% |
| 6M | +37.6% | -4.0% | +41.6% | +38.2% |
| YTD | +26.6% | -0.3% | +26.9% | +25.8% |
| 1Y | +45.3% | -0.5% | +45.9% | +44.5% |
| 3Y | +132.2% | +39.6% | +92.7% | +113.1% |
| 5Y | +434.7% | +50.1% | +384.6% | +377.7% |
| 10Y | +2,084.3% | +163.9% | +1,920.4% | +1,540.7% |
| All | +20,705.6% | +3,502.6% | +17,203.0% | +8,413.1% |
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