+110.2%
LLY vs VO
+56.6%
+53.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | -0.3% | -1.9% | -2.0% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +2.3% | +2.9% | -0.7% | +0.2% |
| 6M | +14.9% | +9.3% | +5.5% | +8.2% |
| YTD | +7.5% | +14.2% | -6.7% | -1.8% |
| 1Y | +55.7% | +15.3% | +40.4% | +41.3% |
| All | +110.2% | +56.6% | +53.6% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling