+20,705.6%
LLY vs VSH
+1,203.4%
+19,502.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.4% |
| 7D | -4.5% | -12.9% | +8.5% | -3.2% |
| 30D | +13.9% | -36.9% | +50.8% | +19.1% |
| 3M | +13.8% | -28.8% | +42.5% | +16.8% |
| 6M | +37.6% | -30.3% | +67.9% | +38.8% |
| YTD | +26.6% | +62.4% | -35.8% | +14.6% |
| 1Y | +45.3% | +62.5% | -17.2% | +31.4% |
| 3Y | +132.2% | +7.4% | +124.8% | +115.5% |
| 5Y | +434.7% | +25.4% | +409.2% | +381.5% |
| 10Y | +2,084.3% | +102.6% | +1,981.7% | +1,697.8% |
| All | +20,705.6% | +1,203.4% | +19,502.2% | +10,644.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling