+438.9%
LLY vs VST
+515.1%
-76.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.2% | +2.4% | -3.4% |
| 7D | -0.7% | -19.9% | +19.3% | +0.6% |
| 30D | +17.9% | -29.7% | +47.6% | +20.3% |
| 3M | +16.8% | -19.6% | +36.4% | +18.0% |
| 6M | +38.4% | -29.4% | +67.8% | +40.7% |
| YTD | +27.6% | -29.7% | +57.3% | +29.1% |
| 1Y | +48.3% | -40.0% | +88.4% | +52.1% |
| 3Y | +145.4% | +231.0% | -85.6% | +91.8% |
| 5Y | +438.9% | +500.1% | -61.2% | +282.0% |
| All | +438.9% | +515.1% | -76.2% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling