+3,087.0%
LLY vs VO
+827.2%
+2,259.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 6M | +14.9% | +9.3% | +5.5% | +8.9% |
| YTD | +7.5% | +14.2% | -6.7% | -0.7% |
| 1Y | +55.7% | +15.3% | +40.4% | +42.9% |
| 3Y | +110.6% | +56.2% | +54.4% | +61.6% |
| 5Y | +363.4% | +42.4% | +321.0% | +267.8% |
| 10Y | +1,649.0% | +194.7% | +1,454.2% | +769.8% |
| All | +3,087.0% | +827.2% | +2,259.7% | +638.0% |
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 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