+140.8%
LLY vs VNQ
+44.6%
+96.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +6.7% | +0.8% | +6.0% | +6.3% |
| 30D | +19.6% | +6.8% | +12.8% | +15.8% |
| 3M | +19.7% | -1.3% | +21.0% | +20.5% |
| 6M | +42.7% | +2.4% | +40.4% | +41.1% |
| YTD | +35.1% | +12.1% | +23.0% | +28.0% |
| 1Y | +42.2% | +12.0% | +30.2% | +34.8% |
| 3Y | +140.8% | +44.8% | +96.0% | +129.3% |
| All | +140.8% | +44.6% | +96.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling