+3,654.4%
LLY vs VO
+797.8%
+2,856.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -2.6% | -1.9% | -3.0% |
| 30D | +13.9% | -0.9% | +14.9% | +14.6% |
| 3M | +13.8% | -3.0% | +16.8% | +15.7% |
| 6M | +37.6% | +2.2% | +35.4% | +35.5% |
| YTD | +26.6% | +10.6% | +16.0% | +19.1% |
| 1Y | +45.3% | +12.5% | +32.8% | +35.4% |
| 3Y | +132.2% | +61.4% | +70.8% | +74.9% |
| 5Y | +434.7% | +33.4% | +401.3% | +341.1% |
| 10Y | +2,084.3% | +201.5% | +1,882.8% | +970.7% |
| All | +3,654.4% | +797.8% | +2,856.6% | +785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling