+132.2%
LLY vs VSH
+6.8%
+125.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.9% |
| 7D | -4.5% | -12.9% | +8.5% | -4.2% |
| 30D | +13.9% | -36.9% | +50.8% | +15.3% |
| 3M | +13.8% | -28.8% | +42.5% | +14.4% |
| 6M | +37.6% | -30.3% | +67.9% | +34.7% |
| YTD | +26.6% | +62.4% | -35.8% | +12.2% |
| 1Y | +45.3% | +62.5% | -17.2% | +28.5% |
| 3Y | +132.2% | +7.4% | +124.8% | +104.1% |
| All | +132.2% | +6.8% | +125.4% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling