+2,077.5%
LLY vs VT
+221.8%
+1,855.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +6.6% | +2.4% | +4.3% | +5.1% |
| 30D | +19.4% | -1.5% | +20.9% | +20.5% |
| 3M | +19.6% | -4.1% | +23.7% | +22.6% |
| 6M | +42.6% | +0.6% | +42.0% | +41.2% |
| YTD | +35.0% | +11.0% | +23.9% | +25.2% |
| 1Y | +42.0% | +13.3% | +28.7% | +29.9% |
| 3Y | +140.5% | +73.4% | +67.1% | +67.7% |
| 5Y | +479.9% | +57.4% | +422.4% | +326.8% |
| All | +2,077.5% | +221.8% | +1,855.7% | +816.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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