+45.3%
LLY vs VST
-31.4%
+76.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.6% | -11.3% | 0.0% |
| 7D | -4.5% | -9.8% | +5.3% | -5.2% |
| 30D | +13.9% | -25.1% | +39.0% | +11.6% |
| 3M | +13.8% | -11.6% | +25.3% | +13.0% |
| 6M | +37.6% | -20.9% | +58.5% | +35.5% |
| YTD | +26.6% | -22.3% | +48.9% | +25.4% |
| 1Y | +45.3% | -32.0% | +77.4% | +41.6% |
| All | +45.3% | -31.4% | +76.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling