+47.0%
LLY vs VSH
+83.5%
-36.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +13.4% | -9.2% | +5.0% |
| 7D | +0.1% | +3.5% | -3.4% | +0.2% |
| 30D | +19.7% | -22.4% | +42.1% | +17.8% |
| 3M | +19.3% | -25.2% | +44.4% | +17.3% |
| 6M | +49.3% | -22.5% | +71.9% | +43.8% |
| YTD | +32.0% | +84.2% | -52.2% | +25.8% |
| All | +47.0% | +83.5% | -36.5% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling