+140.8%
LLY vs VSH
+31.2%
+109.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.4% |
| 7D | +6.7% | +14.3% | -7.6% | +6.3% |
| 30D | +19.6% | -7.9% | +27.4% | +19.5% |
| 3M | +19.7% | -19.9% | +39.6% | +20.0% |
| 6M | +42.7% | -30.5% | +73.3% | +41.3% |
| YTD | +35.1% | +85.7% | -50.5% | +19.3% |
| 1Y | +42.2% | +98.9% | -56.8% | +24.2% |
| 3Y | +140.8% | +32.1% | +108.7% | +111.6% |
| All | +140.8% | +31.2% | +109.6% | +111.6% |
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