+2,077.5%
LLY vs VTI
+289.3%
+1,788.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +6.6% | +2.5% | +4.1% | +5.0% |
| 30D | +19.4% | -1.5% | +21.0% | +20.5% |
| 3M | +19.6% | -3.2% | +22.8% | +21.8% |
| 6M | +42.6% | +2.3% | +40.3% | +39.9% |
| YTD | +35.0% | +11.6% | +23.3% | +25.2% |
| 1Y | +42.0% | +13.8% | +28.2% | +30.1% |
| 3Y | +140.5% | +77.4% | +63.1% | +66.1% |
| 5Y | +479.9% | +64.6% | +415.3% | +315.8% |
| All | +2,077.5% | +289.3% | +1,788.2% | +720.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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