+466.3%
LLY vs VST
+644.1%
-177.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.5% | +1.6% |
| 7D | +1.6% | -6.0% | +7.7% | +1.9% |
| 30D | +21.5% | -18.8% | +40.2% | +22.8% |
| 3M | +16.4% | -8.0% | +24.5% | +16.6% |
| 6M | +51.5% | -10.9% | +62.4% | +51.5% |
| YTD | +33.9% | -18.3% | +52.2% | +34.1% |
| 1Y | +49.1% | -29.9% | +79.0% | +51.3% |
| 3Y | +144.6% | +290.3% | -145.7% | +89.5% |
| 5Y | +466.3% | +635.3% | -169.0% | +298.4% |
| All | +466.3% | +644.1% | -177.8% | +298.4% |
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