+4,819.1%
LLY vs VT
+345.0%
+4,474.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -1.2% |
| 7D | -0.7% | -4.2% | +3.5% | +2.0% |
| 30D | +17.9% | -5.8% | +23.7% | +22.2% |
| 3M | +16.8% | -5.2% | +22.1% | +20.6% |
| 6M | +38.4% | +0.1% | +38.3% | +37.4% |
| YTD | +27.6% | +8.2% | +19.4% | +20.5% |
| 1Y | +48.3% | +10.1% | +38.2% | +38.5% |
| 3Y | +145.4% | +69.7% | +75.7% | +74.6% |
| 5Y | +438.9% | +53.4% | +385.5% | +303.1% |
| 10Y | +2,101.6% | +219.2% | +1,882.4% | +918.5% |
| All | +4,819.1% | +345.0% | +4,474.2% | +1,468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling