+539.4%
LLY vs VSXY
+93.0%
+446.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +6.7% | -1.7% | +8.5% | +6.8% |
| 30D | +19.6% | +20.1% | -0.5% | +18.6% |
| 3M | +19.7% | +16.6% | +3.1% | +18.8% |
| 6M | +42.7% | +134.9% | -92.2% | +36.8% |
| YTD | +35.1% | +96.0% | -60.9% | +30.3% |
| 1Y | +42.2% | +203.8% | -161.6% | +34.4% |
| 3Y | +140.8% | +465.3% | -324.5% | +117.3% |
| 5Y | +480.6% | +106.3% | +374.3% | +445.1% |
| All | +539.4% | +93.0% | +446.4% | +486.8% |
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