+443.8%
LLY vs VT
+53.4%
+390.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -4.5% | -2.3% | -2.2% | -3.3% |
| 30D | +13.9% | -5.0% | +18.9% | +16.9% |
| 3M | +13.8% | -4.9% | +18.6% | +16.6% |
| 6M | +37.6% | -1.5% | +39.2% | +37.9% |
| YTD | +26.6% | +8.5% | +18.1% | +19.7% |
| 1Y | +45.3% | +11.4% | +34.0% | +35.4% |
| 3Y | +132.2% | +70.1% | +62.2% | +73.6% |
| All | +443.8% | +53.4% | +390.4% | +321.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling