+2,053.0%
LLY vs VTR
+132.2%
+1,920.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +4.6% | +0.7% | +3.9% | +4.5% |
| 30D | +22.4% | +6.9% | +15.4% | +21.2% |
| 3M | +17.1% | +1.3% | +15.8% | +16.9% |
| 6M | +44.6% | +2.5% | +42.2% | +44.0% |
| YTD | +33.5% | +18.0% | +15.5% | +30.3% |
| 1Y | +41.1% | +19.5% | +21.7% | +37.6% |
| 3Y | +143.8% | +130.2% | +13.6% | +119.6% |
| 5Y | +473.4% | +93.8% | +379.5% | +423.1% |
| All | +2,053.0% | +132.2% | +1,920.8% | +1,837.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling