+95.6%
LLY vs VSXY
+335.0%
-239.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.3% |
| 7D | -3.1% | -6.8% | +3.7% | -2.9% |
| 30D | -5.1% | -20.4% | +15.3% | -4.4% |
| 3M | -2.1% | +2.9% | -5.0% | -2.2% |
| 6M | +13.8% | +67.9% | -54.1% | +11.3% |
| YTD | +5.1% | +44.9% | -39.8% | +3.2% |
| 1Y | +53.1% | +205.9% | -152.8% | +46.7% |
| 3Y | +95.6% | +373.9% | -278.2% | +89.3% |
| All | +95.6% | +335.0% | -239.3% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling