+396.8%
LLY vs VSXY
+33.4%
+363.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -3.2% | -0.3% | -2.8% | -3.2% |
| 30D | -7.4% | -22.1% | +14.6% | -6.6% |
| 3M | -1.0% | -1.1% | +0.1% | -1.1% |
| 6M | +12.5% | +53.8% | -41.3% | +9.7% |
| YTD | +5.0% | +35.5% | -30.5% | +2.8% |
| 1Y | +49.8% | +186.0% | -136.3% | +41.8% |
| 3Y | +95.5% | +343.2% | -247.7% | +77.6% |
| 5Y | +390.7% | +19.0% | +371.7% | +376.5% |
| All | +396.8% | +33.4% | +363.4% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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