+2,006.3%
LLY vs VSH
+128.2%
+1,878.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +13.4% | -9.2% | +3.0% |
| 7D | +0.1% | +3.5% | -3.4% | -0.4% |
| 30D | +19.7% | -22.4% | +42.1% | +22.0% |
| 3M | +19.3% | -25.2% | +44.4% | +21.5% |
| 6M | +49.3% | -22.5% | +71.9% | +47.4% |
| YTD | +32.0% | +84.2% | -52.2% | +14.1% |
| 1Y | +53.7% | +87.1% | -33.4% | +32.3% |
| 3Y | +143.7% | +31.7% | +112.1% | +114.2% |
| 5Y | +463.9% | +42.6% | +421.3% | +379.5% |
| 10Y | +2,006.3% | +116.6% | +1,889.8% | +1,565.2% |
| All | +2,006.3% | +128.2% | +1,878.1% | +1,565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling