+144.6%
LLY vs VRT
+387.3%
-242.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.6% | +1.6% |
| 7D | +1.6% | -17.7% | +19.3% | +2.7% |
| 30D | +21.5% | -20.0% | +41.5% | +22.7% |
| 3M | +16.4% | -28.1% | +44.5% | +18.2% |
| 6M | +51.5% | -42.8% | +94.3% | +55.8% |
| YTD | +33.9% | +20.0% | +14.0% | +26.7% |
| 1Y | +49.1% | +3.5% | +45.6% | +43.0% |
| 3Y | +144.6% | +366.1% | -221.5% | +72.9% |
| All | +144.6% | +387.3% | -242.7% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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