+390.7%
LLY vs VRSK
-11.3%
+401.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -3.2% | -7.7% | +4.6% | -1.4% |
| 30D | -7.4% | -2.8% | -4.6% | -6.9% |
| 3M | -1.0% | -3.7% | +2.7% | -0.5% |
| 6M | +12.5% | -12.8% | +25.3% | +15.8% |
| YTD | +5.0% | -21.0% | +26.0% | +11.2% |
| 1Y | +49.8% | -32.5% | +82.2% | +66.4% |
| 3Y | +95.5% | -26.5% | +122.0% | +107.8% |
| 5Y | +390.7% | -11.5% | +402.2% | +380.9% |
| All | +390.7% | -11.3% | +401.9% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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