+17,561.1%
LLY vs VSH
+1,674.8%
+15,886.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.4% |
| 7D | -2.1% | +4.1% | -6.2% | -2.6% |
| 30D | -1.6% | -4.2% | +2.5% | -1.4% |
| 3M | +2.3% | -50.0% | +52.3% | +9.0% |
| 6M | +14.9% | +80.2% | -65.3% | +4.3% |
| YTD | +7.5% | +121.1% | -113.6% | -5.2% |
| 1Y | +55.7% | +112.0% | -56.3% | +37.5% |
| 3Y | +110.6% | +22.5% | +88.1% | +94.4% |
| 5Y | +363.4% | +64.0% | +299.4% | +308.3% |
| 10Y | +1,649.0% | +170.4% | +1,478.6% | +1,305.6% |
| All | +17,561.1% | +1,674.8% | +15,886.3% | +8,787.9% |
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 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