+408.5%
LLY vs VSXY
+37.4%
+371.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | -2.1% | -14.0% | +11.8% | -1.6% |
| 30D | -1.6% | -15.9% | +14.3% | -1.0% |
| 3M | +2.3% | +3.4% | -1.1% | +2.1% |
| 6M | +14.9% | +25.9% | -11.0% | +13.0% |
| YTD | +7.5% | +39.5% | -32.0% | +5.1% |
| 1Y | +55.7% | +194.4% | -138.7% | +47.2% |
| 3Y | +110.6% | +281.4% | -170.8% | +93.0% |
| 5Y | +363.4% | +12.8% | +350.6% | +353.6% |
| All | +408.5% | +37.4% | +371.1% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling