+1,928.4%
LLY vs VST
+929.5%
+998.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.8% | +14.4% | +2.0% |
| 7D | +10.1% | -15.7% | +25.8% | +11.9% |
| 30D | +24.0% | -17.0% | +41.0% | +25.9% |
| 3M | +27.3% | -15.9% | +43.2% | +28.9% |
| 6M | +47.0% | -25.0% | +71.9% | +50.1% |
| YTD | +32.6% | -25.1% | +57.7% | +34.3% |
| 1Y | +57.3% | -34.9% | +92.2% | +62.0% |
| 3Y | +154.9% | +252.7% | -97.8% | +87.4% |
| 5Y | +447.5% | +582.3% | -134.8% | +252.0% |
| 10Y | +2,187.5% | +1,076.6% | +1,111.0% | +1,280.2% |
| All | +1,928.4% | +929.5% | +998.9% | +1,122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling