+17,561.1%
LLY vs VMC
+3,246.6%
+14,314.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.1% | -4.3% | +2.2% | -1.3% |
| 30D | -1.6% | -8.2% | +6.6% | +0.1% |
| 3M | +2.3% | -7.0% | +9.3% | +3.5% |
| 6M | +14.9% | -10.8% | +25.6% | +17.1% |
| YTD | +7.5% | -7.4% | +14.9% | +8.5% |
| 1Y | +55.7% | -9.5% | +65.2% | +57.7% |
| 3Y | +110.6% | +20.5% | +90.1% | +99.3% |
| 5Y | +363.4% | +51.6% | +311.9% | +312.9% |
| 10Y | +1,649.0% | +150.0% | +1,498.9% | +1,226.2% |
| All | +17,561.1% | +3,246.6% | +14,314.5% | +7,240.6% |
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