+1,189.7%
LLY vs VRT
+2,725.9%
-1,536.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.2% | -1.2% |
| 7D | -2.1% | +9.1% | -11.3% | -2.8% |
| 30D | -1.6% | +0.9% | -2.5% | -1.8% |
| 3M | +2.3% | -13.4% | +15.7% | +2.7% |
| 6M | +14.9% | +11.7% | +3.2% | +12.6% |
| YTD | +7.5% | +73.2% | -65.8% | +0.9% |
| 1Y | +55.7% | +123.4% | -67.7% | +42.3% |
| 3Y | +110.6% | +606.2% | -495.6% | +68.3% |
| 5Y | +363.4% | +899.9% | -536.5% | +251.6% |
| All | +1,189.7% | +2,725.9% | -1,536.2% | +892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling