+57.3%
LLY vs VTR
+22.5%
+34.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +10.1% | +10.0% | 0.0% | +7.4% |
| 30D | +24.0% | +9.6% | +14.4% | +21.2% |
| 3M | +27.3% | -1.2% | +28.5% | +27.2% |
| 6M | +47.0% | +2.8% | +44.1% | +47.2% |
| YTD | +32.6% | +17.4% | +15.2% | +35.1% |
| 1Y | +57.3% | +22.0% | +35.4% | +63.2% |
| All | +57.3% | +22.5% | +34.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling