+53.1%
LLY vs VSH
+105.2%
-52.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.3% |
| 7D | -3.1% | +6.2% | -9.3% | -2.8% |
| 30D | -5.1% | -11.1% | +6.1% | -5.5% |
| 3M | -2.1% | -44.9% | +42.9% | -2.3% |
| 6M | +13.8% | +90.0% | -76.1% | +10.1% |
| YTD | +5.1% | +118.8% | -113.7% | -0.2% |
| 1Y | +53.1% | +109.0% | -55.9% | +43.8% |
| All | +53.1% | +105.2% | -52.1% | +43.8% |
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