+483.3%
LLY vs VO
+36.2%
+447.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +6.7% | +3.1% | +3.6% | +5.2% |
| 30D | +19.6% | +2.2% | +17.4% | +18.4% |
| 3M | +19.7% | -2.5% | +22.2% | +21.1% |
| 6M | +42.7% | +7.0% | +35.8% | +37.9% |
| YTD | +35.1% | +14.0% | +21.1% | +26.6% |
| 1Y | +42.2% | +15.6% | +26.5% | +32.3% |
| 3Y | +140.8% | +66.2% | +74.6% | +92.5% |
| All | +483.3% | +36.2% | +447.1% | +396.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling