+2,043.2%
LLY vs VST
+1,112.0%
+931.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.6% | -11.3% | -1.9% |
| 7D | -4.5% | -9.8% | +5.3% | -3.7% |
| 30D | +13.9% | -25.1% | +39.0% | +17.0% |
| 3M | +13.8% | -11.6% | +25.3% | +14.5% |
| 6M | +37.6% | -20.9% | +58.5% | +39.7% |
| YTD | +26.6% | -22.3% | +48.9% | +27.7% |
| 1Y | +45.3% | -32.0% | +77.4% | +48.8% |
| 3Y | +132.2% | +262.4% | -130.2% | +70.0% |
| 5Y | +434.7% | +563.4% | -128.7% | +245.9% |
| All | +2,043.2% | +1,112.0% | +931.2% | +1,201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling