+2,053.0%
LLY vs VSH
+124.9%
+1,928.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | +4.6% | +26.2% | -21.6% | +2.2% |
| 30D | +22.4% | -12.5% | +34.9% | +23.2% |
| 3M | +17.1% | -16.9% | +34.0% | +18.1% |
| 6M | +44.6% | -17.0% | +61.6% | +41.7% |
| YTD | +33.5% | +93.8% | -60.4% | +14.7% |
| 1Y | +41.1% | +99.3% | -58.2% | +20.5% |
| 3Y | +143.8% | +35.0% | +108.8% | +113.9% |
| 5Y | +473.4% | +45.8% | +427.5% | +387.1% |
| All | +2,053.0% | +124.9% | +1,928.1% | +1,571.5% |
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