+2,053.0%
LLY vs VO
+197.6%
+1,855.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +4.6% | +2.9% | +1.6% | +3.0% |
| 30D | +22.4% | +1.0% | +21.4% | +21.8% |
| 3M | +17.1% | -1.7% | +18.9% | +18.2% |
| 6M | +44.6% | +6.7% | +38.0% | +39.4% |
| YTD | +33.5% | +14.0% | +19.5% | +24.1% |
| 1Y | +41.1% | +13.7% | +27.4% | +31.4% |
| 3Y | +143.8% | +65.8% | +77.9% | +85.5% |
| 5Y | +473.4% | +36.6% | +436.7% | +378.0% |
| All | +2,053.0% | +197.6% | +1,855.4% | +1,031.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling