+3,352.3%
LLY vs VNQ
+392.5%
+2,959.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.1% | -1.3% | -0.9% | -1.7% |
| 30D | -1.6% | -2.9% | +1.3% | -0.6% |
| 3M | +2.3% | +0.8% | +1.5% | +2.0% |
| 6M | +14.9% | +2.5% | +12.4% | +13.9% |
| YTD | +7.5% | +10.6% | -3.2% | +3.7% |
| 1Y | +55.7% | +9.1% | +46.6% | +50.9% |
| 3Y | +110.6% | +31.0% | +79.6% | +90.5% |
| 5Y | +363.4% | +4.9% | +358.5% | +349.1% |
| 10Y | +1,649.0% | +59.5% | +1,589.5% | +1,336.7% |
| All | +3,352.3% | +392.5% | +2,959.8% | +1,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling